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_20250819_151541
0 multin_zz1000_71001_barra_liquidity_botG 58.53 86.93 68.32 105.14 68.32 -32.89 -173.38 -280.86 -444.06
1 multin_zz1000_71001_barra_momentum_topG 46.66 75.06 56.44 93.26 56.44 -44.77 -185.26 -292.74 -455.93
2 multin_zz1000_71001_barra_leverage_topG 44.57 72.97 54.35 91.18 54.35 -46.86 -187.35 -294.83 -458.02
3 multin_zz1000_71001_barra_btop_topG 33.77 62.17 43.56 80.38 43.56 -57.66 -198.14 -305.62 -468.82
4 multin_zz1000_71001_barra_growth_topG 33.36 61.76 43.15 79.97 43.14 -58.07 -198.56 -306.04 -469.23
5 multin_zz1000_71001_barra_beta_botG 14.39 42.79 24.18 61.00 24.18 -77.04 -217.53 -325.01 -488.20
6 multin_zz1000_71001_barra_residualvolatility_topG 9.08 37.48 18.87 55.69 18.87 -82.35 -222.84 -330.32 -493.51
7 multin_zz1000_71001_barra_earningsyield_topG 1.20 29.60 10.99 47.81 10.99 -90.23 -230.72 -338.19 -501.39
8 multin_zz1000_71001_barra_nonlinearsize_topG -18.34 10.06 -8.56 28.27 -8.56 -109.77 -250.26 -357.74 -520.93
9 multin_zz1000_71001_barra_size_topG -30.25 -1.85 -20.46 16.36 -20.47 -121.68 -262.17 -369.65 -532.84