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_20250919_151700
0 multin_zz1000_71001_barra_earningsyield_topG 91.70 79.19 43.00 26.17 43.00 121.11 185.04 144.07 181.28
1 multin_zz1000_71001_barra_beta_botG 48.43 35.93 -0.26 -17.09 -0.26 77.85 141.78 100.81 138.02
2 multin_zz1000_71001_barra_liquidity_botG 38.98 26.47 -9.72 -26.55 -9.72 68.39 132.32 91.36 128.56
3 multin_zz1000_71001_barra_size_topG 33.35 20.84 -15.35 -32.18 -15.35 62.76 126.69 85.73 122.93
4 multin_zz1000_71001_barra_btop_topG 25.84 13.33 -22.86 -39.69 -22.86 55.25 119.18 78.22 115.42
5 multin_zz1000_71001_barra_nonlinearsize_topG 9.70 -2.81 -39.00 -55.82 -39.00 39.12 103.05 62.08 99.29
6 multin_zz1000_71001_barra_leverage_topG 5.58 -6.93 -43.12 -59.94 -43.12 35.00 98.93 57.96 95.17
7 multin_zz1000_71001_barra_growth_topG -12.88 -25.39 -61.58 -78.40 -61.58 16.54 80.47 39.50 76.71
8 multin_zz1000_71001_barra_residualvolatility_topG -61.99 -74.50 -110.69 -127.52 -110.69 -32.58 31.35 -9.62 27.59
9 multin_zz1000_71001_barra_momentum_topG -68.45 -80.95 -117.15 -133.97 -117.15 -39.03 24.90 -16.07 21.14