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_20250904_151520
0 multin_zz1000_71001_barra_liquidity_botG 293.31 310.86 61.94 275.61 61.94 41.91 -249.27 -351.56 -489.39
1 multin_zz1000_71001_barra_btop_topG 265.97 283.52 34.60 248.27 34.60 14.57 -276.61 -378.90 -516.73
2 multin_zz1000_71001_barra_beta_botG 262.90 280.45 31.53 245.20 31.53 11.50 -279.68 -381.97 -519.80
3 multin_zz1000_71001_barra_leverage_topG 248.34 265.89 16.97 230.64 16.97 -3.06 -294.24 -396.53 -534.36
4 multin_zz1000_71001_barra_earningsyield_topG 238.38 255.93 7.00 220.68 7.00 -13.02 -304.20 -406.49 -544.32
5 multin_zz1000_71001_barra_growth_topG 90.14 107.69 -141.23 72.45 -141.23 -161.25 -452.43 -554.72 -692.56
6 multin_zz1000_71001_barra_residualvolatility_topG 55.80 73.35 -175.57 38.11 -175.57 -195.59 -486.78 -589.06 -726.90
7 multin_zz1000_71001_barra_nonlinearsize_topG 44.64 62.19 -186.73 26.95 -186.73 -206.76 -497.94 -600.23 -738.06
8 multin_zz1000_71001_barra_size_topG 2.04 19.59 -229.34 -15.66 -229.34 -249.36 -540.54 -642.83 -780.67
9 multin_zz1000_71001_barra_momentum_topG -27.54 -9.99 -258.91 -45.24 -258.91 -278.94 -570.12 -672.41 -810.24