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_20260106_151539
0 multin_zz1000_71001_barra_size_topG 32.25 -37.34 46.93 20.40 173.09 88.79 -88.39 -109.85 -211.12
1 multin_zz1000_71001_barra_nonlinearsize_topG 18.55 -51.04 33.23 6.70 159.39 75.10 -102.09 -123.55 -224.82
2 multin_zz1000_71001_barra_btop_topG 17.96 -51.63 32.64 6.11 158.80 74.51 -102.68 -124.14 -225.41
3 multin_zz1000_71001_barra_leverage_topG 15.30 -54.29 29.98 3.45 156.14 71.84 -105.34 -126.80 -228.07
4 multin_zz1000_71001_barra_residualvolatility_topG 7.87 -61.72 22.55 -3.98 148.71 64.41 -112.77 -134.23 -235.50
5 multin_zz1000_71001_barra_growth_topG -5.27 -74.86 9.41 -17.12 135.57 51.28 -125.91 -147.37 -248.64
6 multin_zz1000_71001_barra_earningsyield_topG -17.04 -86.63 -2.36 -28.89 123.80 39.51 -137.68 -159.14 -260.40
7 multin_zz1000_71001_barra_momentum_topG -37.35 -106.94 -22.67 -49.20 103.49 19.20 -157.99 -179.45 -280.72
8 multin_zz1000_71001_barra_liquidity_botG -55.49 -125.08 -40.81 -67.34 85.35 1.05 -176.13 -197.59 -298.86
9 multin_zz1000_71001_barra_beta_botG -64.16 -133.75 -49.48 -76.01 76.68 -7.61 -184.80 -206.26 -307.53