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_20251016_180028
0 multin_zz1000_71001_barra_beta_botG 69.79 46.98 -39.12 -68.71 -39.12 80.68 196.32 172.70 174.79
1 multin_zz1000_71001_barra_size_topG 66.36 43.55 -42.55 -72.14 -42.55 77.25 192.89 169.27 171.36
2 multin_zz1000_71001_barra_liquidity_botG 60.10 37.28 -48.82 -78.40 -48.82 70.98 186.62 163.01 165.09
3 multin_zz1000_71001_barra_earningsyield_topG 56.22 33.41 -52.69 -82.28 -52.69 67.11 182.75 159.13 161.22
4 multin_zz1000_71001_barra_btop_topG 51.51 28.70 -57.40 -86.99 -57.40 62.40 178.04 154.42 156.51
5 multin_zz1000_71001_barra_leverage_topG 10.40 -12.42 -98.52 -128.10 -98.52 21.29 136.93 113.31 115.40
6 multin_zz1000_71001_barra_nonlinearsize_topG 7.28 -15.54 -101.63 -131.22 -101.64 18.17 133.81 110.19 112.28
7 multin_zz1000_71001_barra_growth_topG -12.26 -35.07 -121.17 -150.76 -121.17 -1.37 114.27 90.65 92.74
8 multin_zz1000_71001_barra_residualvolatility_topG -25.44 -48.25 -134.35 -163.94 -134.35 -14.55 101.09 77.47 79.56
9 multin_zz1000_71001_barra_momentum_topG -27.82 -50.63 -136.73 -166.32 -136.73 -16.93 98.71 75.09 77.18