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_20251104_151528
0 multin_zz1000_71001_barra_beta_botG 149.87 181.10 15.42 90.09 15.42 55.97 161.70 166.66 183.57
1 multin_zz1000_71001_barra_btop_topG 139.57 170.81 5.13 79.79 5.13 45.67 151.40 156.36 173.27
2 multin_zz1000_71001_barra_leverage_topG 117.54 148.78 -16.91 57.76 -16.91 23.64 129.37 134.33 151.24
3 multin_zz1000_71001_barra_liquidity_botG 114.66 145.89 -19.79 54.88 -19.79 20.76 126.49 131.45 148.36
4 multin_zz1000_71001_barra_earningsyield_topG 105.49 136.72 -28.96 45.71 -28.96 11.59 117.32 122.28 139.19
5 multin_zz1000_71001_barra_residualvolatility_topG 57.55 88.79 -76.90 -2.23 -76.90 -36.35 69.38 74.34 91.25
6 multin_zz1000_71001_barra_size_topG 8.65 39.89 -125.80 -51.13 -125.80 -85.25 20.48 25.44 42.35
7 multin_zz1000_71001_barra_growth_topG 5.30 36.54 -129.14 -54.47 -129.14 -88.59 17.13 22.09 39.00
8 multin_zz1000_71001_barra_nonlinearsize_topG 4.69 35.93 -129.75 -55.09 -129.75 -89.21 16.52 21.48 38.39
9 multin_zz1000_71001_barra_momentum_topG -70.49 -39.25 -204.93 -130.26 -204.93 -164.38 -58.66 -53.70 -36.78