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_20260105_151524
0 multin_zz1000_71001_barra_momentum_topG 12.47 -25.23 221.35 31.13 221.35 68.64 -69.46 -47.35 -70.06
1 multin_zz1000_71001_barra_growth_topG -3.78 -41.48 205.10 14.89 205.10 52.39 -85.71 -63.60 -86.31
2 multin_zz1000_71001_barra_nonlinearsize_topG -18.27 -55.97 190.61 0.39 190.61 37.90 -100.20 -78.10 -100.80
3 multin_zz1000_71001_barra_size_topG -19.58 -57.28 189.30 -0.92 189.30 36.59 -101.51 -79.40 -102.11
4 multin_zz1000_71001_barra_residualvolatility_topG -50.62 -88.32 158.26 -31.96 158.26 5.54 -132.56 -110.45 -133.16
5 multin_zz1000_71001_barra_liquidity_botG -61.86 -99.57 147.02 -43.20 147.02 -5.70 -143.80 -121.69 -144.40
6 multin_zz1000_71001_barra_leverage_topG -103.67 -141.37 105.21 -85.01 105.21 -47.50 -185.60 -163.50 -186.20
7 multin_zz1000_71001_barra_earningsyield_topG -107.19 -144.89 101.69 -88.53 101.69 -51.02 -189.12 -167.01 -189.72
8 multin_zz1000_71001_barra_btop_topG -119.17 -156.87 89.71 -100.51 89.71 -63.00 -201.11 -179.00 -201.71
9 multin_zz1000_71001_barra_beta_botG -130.92 -168.62 77.96 -112.26 77.96 -74.75 -212.86 -190.75 -213.46