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_20260107_151520
0 multin_zz1000_71001_barra_momentum_topG 55.31 30.19 112.19 137.69 112.19 114.42 177.22 219.54 214.12
1 multin_zz1000_71001_barra_residualvolatility_topG 15.62 -9.50 72.50 98.00 72.50 74.73 137.53 179.86 174.43
2 multin_zz1000_71001_barra_nonlinearsize_topG -0.52 -25.64 56.36 81.86 56.35 58.59 121.39 163.71 158.28
3 multin_zz1000_71001_barra_growth_topG -1.46 -26.58 55.42 80.92 55.42 57.65 120.45 162.77 157.35
4 multin_zz1000_71001_barra_size_topG -12.08 -37.20 44.79 70.29 44.79 47.02 109.82 152.15 146.72
5 multin_zz1000_71001_barra_leverage_topG -38.40 -63.52 18.47 43.97 18.47 20.70 83.50 125.83 120.40
6 multin_zz1000_71001_barra_btop_topG -64.15 -89.27 -7.27 18.23 -7.27 -5.04 57.76 100.09 94.66
7 multin_zz1000_71001_barra_beta_botG -70.72 -95.84 -13.84 11.66 -13.84 -11.61 51.19 93.52 88.09
8 multin_zz1000_71001_barra_earningsyield_topG -71.08 -96.20 -14.21 11.29 -14.21 -11.98 50.82 93.15 87.72
9 multin_zz1000_71001_barra_liquidity_botG -86.03 -111.15 -29.16 -3.66 -29.16 -26.93 35.87 78.20 72.77