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_20250926_151753
0 multin_zz1000_71001_barra_btop_topG 180.56 173.34 41.44 134.57 41.44 66.44 171.36 158.34 167.11
1 multin_zz1000_71001_barra_earningsyield_topG 163.48 156.27 24.37 117.50 24.37 49.37 154.29 141.27 150.03
2 multin_zz1000_71001_barra_liquidity_botG 156.94 149.73 17.82 110.96 17.82 42.83 147.74 134.73 143.49
3 multin_zz1000_71001_barra_leverage_topG 149.47 142.26 10.36 103.49 10.36 35.36 140.28 127.26 136.02
4 multin_zz1000_71001_barra_beta_botG 141.27 134.05 2.15 95.28 2.15 27.15 132.07 119.05 127.82
5 multin_zz1000_71001_barra_size_topG 36.58 29.36 -102.54 -9.41 -102.54 -77.54 27.38 14.36 23.13
6 multin_zz1000_71001_barra_growth_topG 24.23 17.02 -114.89 -21.75 -114.89 -89.88 15.03 2.02 10.78
7 multin_zz1000_71001_barra_nonlinearsize_topG 1.09 -6.12 -138.03 -44.89 -138.03 -113.02 -8.10 -21.12 -12.36
8 multin_zz1000_71001_barra_residualvolatility_topG -64.75 -71.97 -203.87 -110.74 -203.87 -178.87 -73.95 -86.97 -78.20
9 multin_zz1000_71001_barra_momentum_topG -114.12 -121.34 -253.24 -160.11 -253.24 -228.24 -123.32 -136.34 -127.57