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_20251029_151544
0 multin_zz1000_71001_barra_size_topG 42.41 -28.36 161.77 43.88 161.77 172.05 -294.00 -366.94 -518.10
1 multin_zz1000_71001_barra_momentum_topG 25.03 -45.74 144.39 26.50 144.39 154.67 -311.37 -384.32 -535.47
2 multin_zz1000_71001_barra_nonlinearsize_topG 18.24 -52.53 137.59 19.71 137.60 147.88 -318.17 -391.11 -542.27
3 multin_zz1000_71001_barra_residualvolatility_topG 12.33 -58.44 131.69 13.80 131.69 141.98 -324.07 -397.02 -548.17
4 multin_zz1000_71001_barra_growth_topG -21.29 -92.06 98.07 -19.82 98.07 108.35 -357.69 -430.64 -581.79
5 multin_zz1000_71001_barra_earningsyield_topG -60.72 -131.49 58.64 -59.25 58.64 68.92 -397.12 -470.07 -621.22
6 multin_zz1000_71001_barra_leverage_topG -63.24 -134.01 56.12 -61.77 56.12 66.40 -399.64 -472.59 -623.74
7 multin_zz1000_71001_barra_btop_topG -78.94 -149.71 40.42 -77.47 40.42 50.71 -415.34 -488.29 -639.44
8 multin_zz1000_71001_barra_liquidity_botG -99.65 -170.42 19.71 -98.18 19.71 29.99 -436.06 -509.00 -660.15
9 multin_zz1000_71001_barra_beta_botG -120.11 -190.88 -0.75 -118.64 -0.75 9.53 -456.52 -529.46 -680.61