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_20251208_151522
0 multin_zz1000_71001_barra_momentum_topG 122.13 126.84 233.96 153.63 233.96 132.31 92.44 80.07 87.54
1 multin_zz1000_71001_barra_residualvolatility_topG 97.52 102.23 209.35 129.03 209.35 107.70 67.83 55.47 62.94
2 multin_zz1000_71001_barra_growth_topG 13.37 18.08 125.20 44.87 125.20 23.55 -16.32 -28.69 -21.22
3 multin_zz1000_71001_barra_size_topG -27.15 -22.44 84.68 4.36 84.68 -16.97 -56.84 -69.20 -61.73
4 multin_zz1000_71001_barra_nonlinearsize_topG -30.46 -25.75 81.37 1.04 81.37 -20.28 -60.15 -72.52 -65.05
5 multin_zz1000_71001_barra_leverage_topG -61.80 -57.09 50.03 -30.30 50.03 -51.62 -91.49 -103.86 -96.39
6 multin_zz1000_71001_barra_liquidity_botG -93.32 -88.61 18.51 -61.82 18.51 -83.14 -123.01 -135.38 -127.91
7 multin_zz1000_71001_barra_beta_botG -96.42 -91.72 15.41 -64.92 15.41 -86.24 -126.11 -138.48 -131.01
8 multin_zz1000_71001_barra_btop_topG -97.03 -92.32 14.80 -65.53 14.80 -86.85 -126.72 -139.09 -131.62
9 multin_zz1000_71001_barra_earningsyield_topG -123.69 -118.99 -11.86 -92.19 -11.86 -113.51 -153.38 -165.75 -158.28