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_20251121_151524
0 multin_zz1000_71001_barra_earningsyield_topG 90.55 66.19 -274.36 -32.26 -274.36 153.61 580.79 582.52 562.23
1 multin_zz1000_71001_barra_beta_botG 85.68 61.32 -279.23 -37.13 -279.23 148.74 575.92 577.65 557.36
2 multin_zz1000_71001_barra_size_topG 70.44 46.08 -294.47 -52.37 -294.47 133.50 560.68 562.41 542.11
3 multin_zz1000_71001_barra_liquidity_botG 30.22 5.86 -334.69 -92.59 -334.69 93.28 520.46 522.19 501.90
4 multin_zz1000_71001_barra_nonlinearsize_topG 29.58 5.22 -335.34 -93.23 -335.33 92.63 519.82 521.55 501.25
5 multin_zz1000_71001_barra_btop_topG 19.06 -5.30 -345.85 -103.75 -345.85 82.12 509.30 511.03 490.74
6 multin_zz1000_71001_barra_leverage_topG -19.14 -43.50 -384.06 -141.95 -384.05 43.91 471.10 472.83 452.53
7 multin_zz1000_71001_barra_growth_topG -25.88 -50.24 -390.79 -148.69 -390.79 37.18 464.36 466.09 445.80
8 multin_zz1000_71001_barra_momentum_topG -46.27 -70.63 -411.18 -169.08 -411.18 16.79 443.97 445.70 425.41
9 multin_zz1000_71001_barra_residualvolatility_topG -68.65 -93.01 -433.56 -191.46 -433.56 -5.59 421.59 423.32 403.03