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_20251017_151526
0 multin_zz1000_71001_barra_beta_botG 212.90 220.02 -76.07 150.70 -76.07 104.73 323.83 240.98 261.15
1 multin_zz1000_71001_barra_liquidity_botG 185.25 192.37 -103.72 123.05 -103.72 77.08 296.18 213.33 233.50
2 multin_zz1000_71001_barra_btop_topG 166.58 173.69 -122.39 104.38 -122.39 58.41 277.50 194.66 214.83
3 multin_zz1000_71001_barra_earningsyield_topG 148.56 155.67 -140.41 86.36 -140.42 40.39 259.48 176.63 196.80
4 multin_zz1000_71001_barra_leverage_topG 124.43 131.55 -164.54 62.23 -164.54 16.26 235.36 152.51 172.68
5 multin_zz1000_71001_barra_residualvolatility_topG 34.52 41.63 -254.46 -27.68 -254.46 -73.65 145.44 62.59 82.76
6 multin_zz1000_71001_barra_size_topG 27.10 34.21 -261.87 -35.10 -261.87 -81.07 138.03 55.18 75.35
7 multin_zz1000_71001_barra_growth_topG 14.91 22.03 -274.06 -47.28 -274.06 -93.25 125.84 42.99 63.16
8 multin_zz1000_71001_barra_nonlinearsize_topG 13.27 20.38 -275.71 -48.93 -275.71 -94.90 124.19 41.34 61.51
9 multin_zz1000_71001_barra_momentum_topG -17.04 -9.93 -306.01 -79.24 -306.01 -125.21 93.88 11.04 31.21