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_20250929_151802
0 multin_zz1000_71001_barra_size_topG 14.49 -3.13 146.24 -13.36 146.24 59.46 41.09 43.86 56.52
1 multin_zz1000_71001_barra_residualvolatility_topG -21.78 -39.40 109.97 -49.63 109.97 23.19 4.82 7.59 20.25
2 multin_zz1000_71001_barra_growth_topG -21.79 -39.41 109.96 -49.64 109.96 23.19 4.81 7.58 20.24
3 multin_zz1000_71001_barra_momentum_topG -22.58 -40.20 109.17 -50.43 109.17 22.39 4.02 6.79 19.45
4 multin_zz1000_71001_barra_btop_topG -25.33 -42.96 106.41 -53.18 106.42 19.64 1.27 4.03 16.70
5 multin_zz1000_71001_barra_nonlinearsize_topG -25.71 -43.33 106.04 -53.56 106.04 19.27 0.89 3.66 16.32
6 multin_zz1000_71001_barra_leverage_topG -29.44 -47.06 102.31 -57.29 102.31 15.53 -2.84 -0.07 12.59
7 multin_zz1000_71001_barra_liquidity_botG -51.50 -69.12 80.25 -79.35 80.25 -6.52 -24.90 -22.13 -9.46
8 multin_zz1000_71001_barra_earningsyield_topG -52.50 -70.12 79.25 -80.35 79.25 -7.53 -25.90 -23.13 -10.47
9 multin_zz1000_71001_barra_beta_botG -96.75 -114.38 35.00 -124.60 35.00 -51.78 -70.15 -67.38 -54.72