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_20251010_151527
0 multin_zz1000_71001_barra_beta_botG 258.11 309.20 109.59 307.72 109.59 92.54 92.80 107.80 48.24
1 multin_zz1000_71001_barra_liquidity_botG 257.98 309.07 109.47 307.59 109.47 92.41 92.67 107.67 48.11
2 multin_zz1000_71001_barra_btop_topG 253.92 305.01 105.40 303.53 105.40 88.35 88.61 103.61 44.05
3 multin_zz1000_71001_barra_earningsyield_topG 235.57 286.66 87.06 285.18 87.06 70.00 70.26 85.26 25.70
4 multin_zz1000_71001_barra_leverage_topG 188.02 239.11 39.51 237.63 39.51 22.45 22.71 37.71 -21.85
5 multin_zz1000_71001_barra_nonlinearsize_topG 50.81 101.90 -97.71 100.42 -97.71 -114.76 -114.50 -99.50 -159.06
6 multin_zz1000_71001_barra_residualvolatility_topG 48.04 99.13 -100.48 97.65 -100.47 -117.53 -117.27 -102.27 -161.83
7 multin_zz1000_71001_barra_growth_topG 11.13 62.23 -137.38 60.75 -137.38 -154.44 -154.17 -139.18 -198.73
8 multin_zz1000_71001_barra_size_topG -23.06 28.03 -171.57 26.55 -171.57 -188.63 -188.36 -173.37 -232.93
9 multin_zz1000_71001_barra_momentum_topG -32.22 18.88 -180.73 17.40 -180.73 -197.78 -197.52 -182.53 -242.08