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_20250825_151553
0 multin_zz1000_71001_barra_momentum_topG 48.14 13.83 203.95 -2.16 203.95 156.60 154.34 233.31 194.63
1 multin_zz1000_71001_barra_size_topG 45.18 10.87 200.99 -5.13 200.99 153.64 151.38 230.35 191.67
2 multin_zz1000_71001_barra_residualvolatility_topG 15.98 -18.33 171.79 -34.33 171.79 124.44 122.18 201.15 162.47
3 multin_zz1000_71001_barra_nonlinearsize_topG -12.02 -46.33 143.79 -62.32 143.79 96.44 94.18 173.15 134.47
4 multin_zz1000_71001_barra_growth_topG -33.47 -67.79 122.33 -83.78 122.33 74.99 72.72 151.69 113.01
5 multin_zz1000_71001_barra_leverage_topG -42.34 -76.65 113.47 -92.65 113.47 66.12 63.86 142.83 104.15
6 multin_zz1000_71001_barra_btop_topG -47.73 -82.05 108.07 -98.04 108.07 60.72 58.46 137.43 98.75
7 multin_zz1000_71001_barra_earningsyield_topG -63.58 -97.89 92.23 -113.89 92.23 44.88 42.62 121.59 82.91
8 multin_zz1000_71001_barra_beta_botG -68.05 -102.37 87.75 -118.36 87.75 40.41 38.14 117.11 78.43
9 multin_zz1000_71001_barra_liquidity_botG -111.04 -145.35 44.77 -161.35 44.77 -2.58 -4.84 74.13 35.45