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_20250822_194914
0 multin_zz1000_71001_barra_size_topG 35.38 8.78 182.94 -24.12 182.94 188.11 254.54 295.80 252.44
1 multin_zz1000_71001_barra_nonlinearsize_topG -13.59 -40.19 133.97 -73.09 133.97 139.14 205.57 246.83 203.47
2 multin_zz1000_71001_barra_momentum_topG -27.39 -53.99 120.18 -86.88 120.18 125.35 191.78 233.03 189.68
3 multin_zz1000_71001_barra_growth_topG -33.90 -60.50 113.67 -93.39 113.67 118.84 185.27 226.53 183.17
4 multin_zz1000_71001_barra_residualvolatility_topG -74.50 -101.10 73.07 -133.99 73.07 78.24 144.67 185.93 142.57
5 multin_zz1000_71001_barra_leverage_topG -116.44 -143.04 31.12 -175.94 31.12 36.29 102.72 143.98 100.62
6 multin_zz1000_71001_barra_btop_topG -126.22 -152.82 21.35 -185.71 21.35 26.51 92.94 134.20 90.85
7 multin_zz1000_71001_barra_earningsyield_topG -135.16 -161.76 12.40 -194.66 12.40 17.57 84.00 125.26 81.90
8 multin_zz1000_71001_barra_liquidity_botG -154.98 -181.58 -7.41 -214.47 -7.41 -2.24 64.19 105.45 62.09
9 multin_zz1000_71001_barra_beta_botG -166.37 -192.97 -18.81 -225.87 -18.80 -13.64 52.79 94.05 50.70