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_20250813_151524
0 multin_zz1000_71001_barra_momentum_topG 6.80 11.38 150.01 66.94 150.01 139.28 199.12 215.72 272.87
1 multin_zz1000_71001_barra_residualvolatility_topG -11.82 -7.24 131.39 48.32 131.39 120.66 180.50 197.10 254.25
2 multin_zz1000_71001_barra_nonlinearsize_topG -22.78 -18.20 120.43 37.37 120.43 109.70 169.54 186.15 243.29
3 multin_zz1000_71001_barra_size_topG -37.03 -32.45 106.17 23.11 106.17 95.45 155.28 171.89 229.04
4 multin_zz1000_71001_barra_growth_topG -55.19 -50.61 88.02 4.95 88.01 77.29 137.12 153.73 210.88
5 multin_zz1000_71001_barra_leverage_topG -114.81 -110.23 28.40 -54.67 28.39 17.67 77.50 94.11 151.26
6 multin_zz1000_71001_barra_earningsyield_topG -115.74 -111.17 27.46 -55.60 27.46 16.74 76.57 93.18 150.33
7 multin_zz1000_71001_barra_btop_topG -131.51 -126.94 11.69 -71.37 11.69 0.96 60.80 77.41 134.56
8 multin_zz1000_71001_barra_beta_botG -136.53 -131.95 6.68 -76.39 6.67 -4.05 55.78 72.39 129.54
9 multin_zz1000_71001_barra_liquidity_botG -141.73 -137.15 1.48 -81.59 1.48 -9.25 50.59 67.19 124.34