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_20250826_151518
0 multin_zz1000_71001_barra_liquidity_botG 64.60 48.76 64.67 105.21 64.67 12.86 21.75 70.45 99.82
1 multin_zz1000_71001_barra_earningsyield_topG 54.40 38.56 54.46 95.00 54.46 2.65 11.55 60.25 89.61
2 multin_zz1000_71001_barra_leverage_topG 44.91 29.07 44.98 85.52 44.98 -6.83 2.06 50.77 80.13
3 multin_zz1000_71001_barra_beta_botG 33.17 17.33 33.24 73.78 33.24 -18.58 -9.68 39.02 68.38
4 multin_zz1000_71001_barra_btop_topG 23.43 7.59 23.50 64.04 23.50 -28.32 -19.42 29.28 58.64
5 multin_zz1000_71001_barra_growth_topG -1.63 -17.47 -1.56 38.98 -1.56 -53.37 -44.48 4.22 33.59
6 multin_zz1000_71001_barra_nonlinearsize_topG -3.05 -18.89 -2.98 37.56 -2.99 -54.80 -45.90 2.80 32.16
7 multin_zz1000_71001_barra_size_topG -5.64 -21.48 -5.57 34.97 -5.57 -57.39 -48.49 0.21 29.57
8 multin_zz1000_71001_barra_momentum_topG -70.41 -86.25 -70.34 -29.80 -70.34 -122.15 -113.26 -64.56 -35.19
9 multin_zz1000_71001_barra_residualvolatility_topG -97.73 -113.57 -97.67 -57.13 -97.67 -149.48 -140.58 -91.88 -62.52