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_20250922_151522
0 multin_zz1000_71001_barra_momentum_topG 46.10 34.68 112.08 65.14 112.08 136.61 383.34 425.08 463.06
1 multin_zz1000_71001_barra_size_topG -12.89 -24.30 53.09 6.15 53.09 77.62 324.36 366.09 404.07
2 multin_zz1000_71001_barra_growth_topG -31.34 -42.76 34.64 -12.30 34.64 59.17 305.90 347.64 385.62
3 multin_zz1000_71001_barra_residualvolatility_topG -33.99 -45.40 32.00 -14.95 32.00 56.53 303.26 344.99 382.97
4 multin_zz1000_71001_barra_nonlinearsize_topG -37.69 -49.11 28.29 -18.65 28.29 52.82 299.55 341.29 379.27
5 multin_zz1000_71001_barra_leverage_topG -131.13 -142.54 -65.14 -112.09 -65.14 -40.61 206.12 247.85 285.83
6 multin_zz1000_71001_barra_liquidity_botG -136.10 -147.52 -70.12 -117.06 -70.12 -45.59 201.14 242.88 280.86
7 multin_zz1000_71001_barra_beta_botG -137.42 -148.84 -71.44 -118.38 -71.44 -46.91 199.82 241.56 279.54
8 multin_zz1000_71001_barra_btop_topG -137.46 -148.88 -71.48 -118.42 -71.48 -46.95 199.78 241.52 279.50
9 multin_zz1000_71001_barra_earningsyield_topG -139.48 -150.90 -73.50 -120.44 -73.50 -48.97 197.76 239.50 277.48