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_20250731_151536
0 multin_zz1000_71001_barra_momentum_topG 47.67 101.61 -37.80 143.71 -37.80 68.85 222.75 208.21 211.86
1 multin_zz1000_71001_barra_growth_topG 18.29 72.23 -67.19 114.32 -67.18 39.47 193.37 178.83 182.48
2 multin_zz1000_71001_barra_residualvolatility_topG 0.68 54.62 -84.80 96.71 -84.79 21.86 175.76 161.22 164.87
3 multin_zz1000_71001_barra_nonlinearsize_topG -21.44 32.50 -106.92 74.59 -106.92 -0.27 153.64 139.09 142.75
4 multin_zz1000_71001_barra_liquidity_botG -60.42 -6.48 -145.90 35.61 -145.90 -39.25 114.66 100.11 103.76
5 multin_zz1000_71001_barra_size_topG -68.94 -15.00 -154.41 27.10 -154.41 -47.76 106.14 91.60 95.25
6 multin_zz1000_71001_barra_beta_botG -80.33 -26.39 -165.81 15.70 -165.81 -59.16 94.75 80.20 83.86
7 multin_zz1000_71001_barra_earningsyield_topG -92.58 -38.64 -178.05 3.46 -178.05 -71.40 82.51 67.96 71.61
8 multin_zz1000_71001_barra_leverage_topG -109.06 -55.12 -194.54 -13.03 -194.54 -87.89 66.02 51.47 55.13
9 multin_zz1000_71001_barra_btop_topG -120.60 -66.66 -206.08 -24.57 -206.08 -99.43 54.48 39.93 43.59