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_20250902_151522
0 multin_zz1000_71001_barra_liquidity_botG 206.02 165.10 -45.52 31.54 -45.52 57.11 -140.62 -119.19 -122.22
1 multin_zz1000_71001_barra_btop_topG 202.43 161.50 -49.12 27.95 -49.12 53.52 -144.21 -122.78 -125.81
2 multin_zz1000_71001_barra_beta_botG 197.49 156.57 -54.05 23.01 -54.05 48.58 -149.15 -127.72 -130.75
3 multin_zz1000_71001_barra_earningsyield_topG 197.48 156.55 -54.07 22.99 -54.07 48.57 -149.16 -127.73 -130.77
4 multin_zz1000_71001_barra_leverage_topG 170.76 129.83 -80.79 -3.72 -80.79 21.85 -175.88 -154.45 -157.48
5 multin_zz1000_71001_barra_size_topG 88.36 47.44 -163.18 -86.12 -163.18 -60.55 -258.28 -236.85 -239.88
6 multin_zz1000_71001_barra_growth_topG 77.28 36.36 -174.26 -97.20 -174.26 -71.63 -269.36 -247.93 -250.96
7 multin_zz1000_71001_barra_nonlinearsize_topG 41.01 0.09 -210.53 -133.47 -210.53 -107.90 -305.63 -284.20 -287.23
8 multin_zz1000_71001_barra_momentum_topG 25.59 -15.34 -225.96 -148.90 -225.96 -123.32 -321.05 -299.62 -302.65
9 multin_zz1000_71001_barra_residualvolatility_topG 21.91 -19.02 -229.64 -152.57 -229.64 -127.00 -324.73 -303.30 -306.33