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_20250903_151520
0 multin_zz1000_71001_barra_earningsyield_topG 32.99 19.92 -114.15 -33.44 -114.15 129.19 345.15 360.20 356.53
1 multin_zz1000_71001_barra_size_topG 20.60 7.54 -126.54 -45.83 -126.54 116.80 332.76 347.81 344.14
2 multin_zz1000_71001_barra_beta_botG 7.00 -6.06 -140.14 -59.43 -140.14 103.20 319.16 334.21 330.54
3 multin_zz1000_71001_barra_nonlinearsize_topG -13.37 -26.43 -160.51 -79.80 -160.51 82.84 298.80 313.85 310.17
4 multin_zz1000_71001_barra_btop_topG -21.31 -34.37 -168.44 -87.73 -168.45 74.90 290.86 305.91 302.23
5 multin_zz1000_71001_barra_liquidity_botG -21.45 -34.51 -168.59 -87.88 -168.59 74.75 290.72 305.76 302.09
6 multin_zz1000_71001_barra_leverage_topG -22.65 -35.71 -169.79 -89.08 -169.79 73.55 289.51 304.56 300.89
7 multin_zz1000_71001_barra_growth_topG -30.05 -43.11 -177.18 -96.47 -177.19 66.16 282.12 297.17 293.49
8 multin_zz1000_71001_barra_momentum_topG -49.13 -62.19 -196.26 -115.56 -196.27 47.08 263.04 278.09 274.41
9 multin_zz1000_71001_barra_residualvolatility_topG -58.52 -71.58 -205.65 -124.94 -205.66 37.69 253.65 268.70 265.02