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_20260112_151524
0 multin_zz1000_71001_barra_residualvolatility_topG 68.66 112.77 347.76 282.90 347.77 138.38 -237.56 -242.62 -220.57
1 multin_zz1000_71001_barra_growth_topG -21.35 22.76 257.75 192.89 257.75 48.37 -327.57 -332.63 -310.58
2 multin_zz1000_71001_barra_nonlinearsize_topG -41.77 2.34 237.33 172.47 237.33 27.95 -347.99 -353.05 -331.00
3 multin_zz1000_71001_barra_momentum_topG -81.43 -37.32 197.67 132.81 197.67 -11.71 -387.65 -392.71 -370.66
4 multin_zz1000_71001_barra_size_topG -114.87 -70.76 164.23 99.37 164.23 -45.15 -421.10 -426.16 -404.10
5 multin_zz1000_71001_barra_leverage_topG -134.35 -90.24 144.75 79.89 144.75 -64.63 -440.57 -445.63 -423.58
6 multin_zz1000_71001_barra_liquidity_botG -147.84 -103.73 131.26 66.40 131.26 -78.12 -454.06 -459.12 -437.07
7 multin_zz1000_71001_barra_btop_topG -184.99 -140.88 94.11 29.24 94.11 -115.27 -491.22 -496.28 -474.22
8 multin_zz1000_71001_barra_beta_botG -194.56 -150.46 84.54 19.67 84.54 -124.85 -500.79 -505.85 -483.79
9 multin_zz1000_71001_barra_earningsyield_topG -202.95 -158.84 76.15 11.28 76.15 -133.23 -509.18 -514.24 -492.18