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_20250923_151925
0 multin_zz1000_71001_barra_earningsyield_topG 69.19 21.73 -41.39 -38.14 -41.39 114.95 421.12 420.01 481.07
1 multin_zz1000_71001_barra_size_topG 62.58 15.13 -47.99 -44.74 -47.99 108.34 414.52 413.40 474.47
2 multin_zz1000_71001_barra_beta_botG 53.01 5.56 -57.56 -54.31 -57.56 98.77 404.95 403.83 464.90
3 multin_zz1000_71001_barra_nonlinearsize_topG 15.09 -32.36 -95.49 -92.23 -95.49 60.85 367.03 365.91 426.97
4 multin_zz1000_71001_barra_btop_topG 11.54 -35.92 -99.04 -95.79 -99.04 57.29 363.47 362.36 423.42
5 multin_zz1000_71001_barra_liquidity_botG 9.58 -37.88 -101.00 -97.75 -101.00 55.33 361.51 360.40 421.46
6 multin_zz1000_71001_barra_growth_topG -15.72 -63.17 -126.30 -123.04 -126.29 30.04 336.22 335.10 396.17
7 multin_zz1000_71001_barra_leverage_topG -22.20 -69.65 -132.78 -129.53 -132.78 23.56 329.74 328.62 389.68
8 multin_zz1000_71001_barra_residualvolatility_topG -49.48 -96.93 -160.05 -156.80 -160.05 -3.72 302.46 301.34 362.41
9 multin_zz1000_71001_barra_momentum_topG -74.85 -122.30 -185.42 -182.17 -185.42 -29.09 277.09 275.97 337.04