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_20250930_151528
0 multin_zz1000_71001_barra_nonlinearsize_topG -15.29 4.03 89.42 43.17 89.42 79.19 139.26 180.20 166.21
1 multin_zz1000_71001_barra_size_topG -18.76 0.55 85.94 39.70 85.94 75.72 135.78 176.73 162.74
2 multin_zz1000_71001_barra_growth_topG -36.39 -17.07 68.32 22.08 68.32 58.09 118.16 159.10 145.11
3 multin_zz1000_71001_barra_momentum_topG -51.10 -31.78 53.61 7.36 53.61 43.38 103.45 144.39 130.40
4 multin_zz1000_71001_barra_leverage_topG -73.10 -53.78 31.60 -14.64 31.60 21.38 81.44 122.39 108.40
5 multin_zz1000_71001_barra_residualvolatility_topG -81.62 -62.30 23.09 -23.15 23.09 12.87 72.93 113.88 99.88
6 multin_zz1000_71001_barra_earningsyield_topG -95.87 -76.55 8.84 -37.40 8.84 -1.38 58.68 99.62 85.63
7 multin_zz1000_71001_barra_btop_topG -101.49 -82.17 3.22 -43.02 3.22 -7.00 53.06 94.01 80.01
8 multin_zz1000_71001_barra_liquidity_botG -111.05 -91.73 -6.35 -52.59 -6.35 -16.57 43.49 84.44 70.45
9 multin_zz1000_71001_barra_beta_botG -114.16 -94.84 -9.46 -55.70 -9.46 -19.68 40.38 81.33 67.34