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_20260109_151517
0 multin_zz1000_71001_barra_residualvolatility_topG -14.98 -23.20 180.18 134.47 180.18 72.23 50.14 65.78 65.87
1 multin_zz1000_71001_barra_momentum_topG -19.70 -27.92 175.46 129.75 175.47 67.51 45.42 61.06 61.15
2 multin_zz1000_71001_barra_nonlinearsize_topG -26.73 -34.95 168.43 122.72 168.43 60.48 38.39 54.03 54.12
3 multin_zz1000_71001_barra_growth_topG -49.42 -57.65 145.74 100.03 145.74 37.79 15.69 31.34 31.43
4 multin_zz1000_71001_barra_size_topG -65.35 -73.57 129.82 84.11 129.82 21.86 -0.23 15.41 15.50
5 multin_zz1000_71001_barra_leverage_topG -97.99 -106.21 97.18 51.47 97.18 -10.78 -32.87 -17.23 -17.14
6 multin_zz1000_71001_barra_liquidity_botG -114.92 -123.15 80.24 34.53 80.24 -27.71 -49.81 -34.16 -34.07
7 multin_zz1000_71001_barra_btop_topG -130.12 -138.34 65.05 19.34 65.05 -42.91 -65.00 -49.36 -49.27
8 multin_zz1000_71001_barra_beta_botG -131.87 -140.09 63.29 17.58 63.30 -44.66 -66.75 -51.11 -51.02
9 multin_zz1000_71001_barra_earningsyield_topG -134.37 -142.59 60.80 15.08 60.80 -47.16 -69.25 -53.61 -53.52