strategy alpha_zz1000_bp alpha_zz500_bp alpha_zz2000_bp alpha_hs300_bp ret_from_close_ytd alpha_subbot_bp alpha_wind_micro_bp alpha_ths_micro_bp alpha_bot_bp
barraDefence_20250729_151517
0 multin_zz1000_71001_barra_residualvolatility_topG 8.34 22.10 72.40 30.07 72.40 87.35 96.87 131.71 199.46
1 multin_zz1000_71001_barra_size_topG -8.07 5.69 55.98 13.65 55.98 70.94 80.45 115.29 183.05
2 multin_zz1000_71001_barra_nonlinearsize_topG -9.65 4.11 54.41 12.08 54.41 69.36 78.88 113.72 181.47
3 multin_zz1000_71001_barra_growth_topG -26.30 -12.53 37.76 -4.57 37.76 52.71 62.23 97.07 164.82
4 multin_zz1000_71001_barra_momentum_topG -41.62 -27.86 22.44 -19.89 22.43 37.39 46.91 81.75 149.50
5 multin_zz1000_71001_barra_leverage_topG -68.05 -54.29 -4.00 -46.33 -4.00 10.96 20.47 55.32 123.07
6 multin_zz1000_71001_barra_btop_topG -71.69 -57.93 -7.63 -49.96 -7.63 7.32 16.84 51.68 119.43
7 multin_zz1000_71001_barra_earningsyield_topG -76.27 -62.50 -12.21 -54.54 -12.21 2.74 12.26 47.10 114.86
8 multin_zz1000_71001_barra_liquidity_botG -81.15 -67.38 -17.09 -59.42 -17.09 -2.14 7.38 42.22 109.98
9 multin_zz1000_71001_barra_beta_botG -86.90 -73.13 -22.84 -65.17 -22.84 -7.89 1.63 36.47 104.22