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_20251114_151520
0 multin_zz1000_71001_barra_beta_botG 134.80 182.45 25.89 179.61 25.89 5.99 152.88 200.36 239.64
1 multin_zz1000_71001_barra_leverage_topG 110.77 158.42 1.86 155.58 1.86 -18.04 128.85 176.33 215.61
2 multin_zz1000_71001_barra_liquidity_botG 108.88 156.53 -0.04 153.69 -0.04 -19.93 126.96 174.44 213.72
3 multin_zz1000_71001_barra_btop_topG 108.10 155.75 -0.81 152.91 -0.81 -20.71 126.18 173.66 212.94
4 multin_zz1000_71001_barra_earningsyield_topG 67.25 114.90 -41.66 112.06 -41.66 -61.56 85.33 132.81 172.09
5 multin_zz1000_71001_barra_residualvolatility_topG 66.96 114.60 -41.96 111.76 -41.96 -61.86 85.03 132.51 171.80
6 multin_zz1000_71001_barra_growth_topG 30.58 78.23 -78.34 75.39 -78.34 -98.24 48.66 96.14 135.42
7 multin_zz1000_71001_barra_nonlinearsize_topG 14.92 62.57 -93.99 59.73 -93.99 -113.89 33.00 80.48 119.76
8 multin_zz1000_71001_barra_momentum_topG -4.43 43.22 -113.34 40.38 -113.34 -133.24 13.65 61.13 100.41
9 multin_zz1000_71001_barra_size_topG -21.10 26.55 -130.02 23.71 -130.02 -149.92 -3.02 44.46 83.74