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_20260115_151520
0 multin_zz1000_71001_barra_earningsyield_topG 38.38 27.93 16.38 -2.81 16.38 52.43 177.79 157.21 165.78
1 multin_zz1000_71001_barra_liquidity_botG 25.73 15.28 3.73 -15.46 3.73 39.78 165.14 144.56 153.13
2 multin_zz1000_71001_barra_size_topG 6.20 -4.25 -15.80 -34.99 -15.80 20.24 145.60 125.03 133.59
3 multin_zz1000_71001_barra_growth_topG -6.67 -17.12 -28.67 -47.86 -28.67 7.37 132.74 112.16 120.73
4 multin_zz1000_71001_barra_beta_botG -7.51 -17.96 -29.51 -48.70 -29.51 6.53 131.90 111.32 119.89
5 multin_zz1000_71001_barra_momentum_topG -13.58 -24.03 -35.58 -54.77 -35.58 0.47 125.83 105.25 113.82
6 multin_zz1000_71001_barra_btop_topG -15.26 -25.71 -37.27 -56.46 -37.27 -1.22 124.14 103.57 112.13
7 multin_zz1000_71001_barra_nonlinearsize_topG -20.20 -30.65 -42.20 -61.39 -42.20 -6.16 119.20 98.63 107.19
8 multin_zz1000_71001_barra_leverage_topG -34.45 -44.90 -56.45 -75.64 -56.45 -20.40 104.96 84.38 92.95
9 multin_zz1000_71001_barra_residualvolatility_topG -222.94 -233.39 -244.95 -264.14 -244.95 -208.90 -83.54 -104.11 -95.55