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_20251024_151524
0 multin_zz1000_71001_barra_momentum_topG 52.88 44.71 203.41 89.47 203.41 152.30 99.89 122.18 116.08
1 multin_zz1000_71001_barra_growth_topG -19.60 -27.77 130.93 16.99 130.93 79.82 27.40 49.70 43.60
2 multin_zz1000_71001_barra_size_topG -30.98 -39.15 119.55 5.61 119.55 68.44 16.02 38.32 32.22
3 multin_zz1000_71001_barra_nonlinearsize_topG -54.47 -62.64 96.05 -17.88 96.05 44.95 -7.47 14.82 8.73
4 multin_zz1000_71001_barra_residualvolatility_topG -62.53 -70.70 87.99 -25.94 87.99 36.89 -15.53 6.76 0.66
5 multin_zz1000_71001_barra_earningsyield_topG -181.02 -189.20 -30.50 -144.43 -30.50 -81.60 -134.02 -111.73 -117.83
6 multin_zz1000_71001_barra_liquidity_botG -185.85 -194.02 -35.32 -149.26 -35.32 -86.42 -138.84 -116.55 -122.65
7 multin_zz1000_71001_barra_leverage_topG -205.22 -213.39 -54.70 -168.63 -54.69 -105.80 -158.22 -135.92 -142.02
8 multin_zz1000_71001_barra_beta_botG -221.81 -229.98 -71.28 -185.22 -71.28 -122.39 -174.80 -152.51 -158.61
9 multin_zz1000_71001_barra_btop_topG -229.79 -237.97 -79.27 -193.20 -79.27 -130.37 -182.79 -160.50 -166.60