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_20250818_151523
0 multin_zz1000_71001_barra_residualvolatility_topG 97.38 117.66 273.59 170.49 273.59 98.22 -321.43 -320.48 -339.61
1 multin_zz1000_71001_barra_growth_topG 65.84 86.12 242.05 138.95 242.05 66.68 -352.97 -352.02 -371.15
2 multin_zz1000_71001_barra_momentum_topG 57.50 77.78 233.71 130.61 233.71 58.34 -361.31 -360.36 -379.49
3 multin_zz1000_71001_barra_nonlinearsize_topG -2.06 18.22 174.14 71.05 174.14 -1.22 -420.87 -419.92 -439.05
4 multin_zz1000_71001_barra_size_topG -31.97 -11.70 144.23 41.13 144.23 -31.14 -450.79 -449.84 -468.97
5 multin_zz1000_71001_barra_liquidity_botG -77.31 -57.03 98.89 -4.20 98.90 -76.47 -496.12 -495.17 -514.30
6 multin_zz1000_71001_barra_leverage_topG -85.73 -65.45 90.48 -12.62 90.48 -84.89 -504.54 -503.59 -522.72
7 multin_zz1000_71001_barra_beta_botG -119.63 -99.35 56.57 -46.52 56.57 -118.79 -538.45 -537.50 -556.62
8 multin_zz1000_71001_barra_btop_topG -126.75 -106.48 49.45 -53.65 49.45 -125.91 -545.57 -544.62 -563.75
9 multin_zz1000_71001_barra_earningsyield_topG -131.49 -111.22 44.71 -58.39 44.71 -130.65 -550.31 -549.36 -568.49