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_20250828_171335
0 multin_zz1000_71001_barra_size_topG 33.20 -33.64 179.65 0.27 179.65 177.73 97.78 9.94 -46.68
1 multin_zz1000_71001_barra_nonlinearsize_topG -20.86 -87.70 125.59 -53.79 125.59 123.67 43.72 -44.12 -100.74
2 multin_zz1000_71001_barra_residualvolatility_topG -34.81 -101.65 111.64 -67.74 111.64 109.72 29.77 -58.07 -114.69
3 multin_zz1000_71001_barra_momentum_topG -41.05 -107.89 105.40 -73.98 105.40 103.48 23.53 -64.31 -120.93
4 multin_zz1000_71001_barra_growth_topG -44.57 -111.41 101.88 -77.50 101.88 99.96 20.01 -67.83 -124.45
5 multin_zz1000_71001_barra_leverage_topG -117.20 -184.04 29.25 -150.12 29.25 27.33 -52.62 -140.46 -197.08
6 multin_zz1000_71001_barra_btop_topG -124.95 -191.79 21.51 -157.87 21.51 19.59 -60.36 -148.20 -204.83
7 multin_zz1000_71001_barra_earningsyield_topG -126.28 -193.12 20.17 -159.20 20.17 18.26 -61.70 -149.53 -206.16
8 multin_zz1000_71001_barra_liquidity_botG -146.82 -213.66 -0.36 -179.74 -0.36 -2.28 -82.23 -170.07 -226.69
9 multin_zz1000_71001_barra_beta_botG -155.22 -222.06 -8.76 -188.14 -8.76 -10.68 -90.64 -178.47 -235.10