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_20250815_151523
0 multin_zz1000_71001_barra_growth_topG 46.52 33.28 247.23 168.01 247.23 79.62 -178.50 -208.76 -175.07
1 multin_zz1000_71001_barra_residualvolatility_topG 29.18 15.94 229.89 150.67 229.89 62.28 -195.84 -226.10 -192.41
2 multin_zz1000_71001_barra_momentum_topG 10.32 -2.92 211.03 131.81 211.03 43.42 -214.70 -244.96 -211.27
3 multin_zz1000_71001_barra_nonlinearsize_topG 6.63 -6.61 207.34 128.13 207.34 39.73 -218.39 -248.64 -214.95
4 multin_zz1000_71001_barra_size_topG -36.99 -50.23 163.72 84.50 163.72 -3.89 -262.01 -292.27 -258.58
5 multin_zz1000_71001_barra_leverage_topG -63.26 -76.50 137.45 58.23 137.45 -30.16 -288.28 -318.54 -284.85
6 multin_zz1000_71001_barra_earningsyield_topG -72.26 -85.50 128.45 49.23 128.45 -39.16 -297.28 -327.54 -293.84
7 multin_zz1000_71001_barra_liquidity_botG -77.60 -90.84 123.10 43.89 123.10 -44.51 -302.63 -332.88 -299.19
8 multin_zz1000_71001_barra_btop_topG -79.95 -93.19 120.76 41.55 120.76 -46.85 -304.97 -335.23 -301.53
9 multin_zz1000_71001_barra_beta_botG -114.65 -127.89 86.05 6.84 86.05 -81.56 -339.68 -369.93 -336.24