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_20251020_151523
0 multin_zz1000_71001_barra_momentum_topG 55.69 52.88 132.29 74.68 132.29 -55.41 -178.34 -166.54 -119.89
1 multin_zz1000_71001_barra_growth_topG 44.88 42.07 121.48 63.87 121.48 -66.21 -189.14 -177.35 -130.70
2 multin_zz1000_71001_barra_leverage_topG 41.69 38.88 118.29 60.68 118.29 -69.40 -192.33 -180.53 -133.89
3 multin_zz1000_71001_barra_residualvolatility_topG 40.12 37.31 116.72 59.10 116.72 -70.98 -193.91 -182.11 -135.47
4 multin_zz1000_71001_barra_btop_topG 17.40 14.59 94.00 36.38 94.00 -93.70 -216.63 -204.83 -158.19
5 multin_zz1000_71001_barra_liquidity_botG 7.11 4.31 83.71 26.10 83.72 -103.98 -226.91 -215.11 -168.47
6 multin_zz1000_71001_barra_nonlinearsize_topG -7.93 -10.74 68.67 11.06 68.67 -119.02 -241.95 -230.16 -183.51
7 multin_zz1000_71001_barra_beta_botG -9.06 -11.87 67.54 9.93 67.54 -120.15 -243.09 -231.29 -184.64
8 multin_zz1000_71001_barra_earningsyield_topG -10.62 -13.43 65.98 8.37 65.98 -121.71 -244.64 -232.85 -186.20
9 multin_zz1000_71001_barra_size_topG -17.40 -20.21 59.20 1.59 59.20 -128.49 -251.42 -239.63 -192.98