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_20260120_151525
0 multin_zz1000_71001_barra_btop_topG 193.95 141.87 92.15 123.14 92.15 127.67 111.28 22.51 -3.12
1 multin_zz1000_71001_barra_earningsyield_topG 190.42 138.35 88.62 119.62 88.62 124.15 107.75 18.99 -6.64
2 multin_zz1000_71001_barra_liquidity_botG 176.18 124.11 74.38 105.38 74.38 109.91 93.51 4.75 -20.88
3 multin_zz1000_71001_barra_beta_botG 175.49 123.41 73.69 104.68 73.69 109.21 92.82 4.06 -21.57
4 multin_zz1000_71001_barra_leverage_topG 132.69 80.61 30.89 61.88 30.89 66.41 50.02 -38.75 -64.38
5 multin_zz1000_71001_barra_size_topG 59.73 7.66 -42.07 -11.07 -42.07 -6.54 -22.94 -111.70 -137.33
6 multin_zz1000_71001_barra_nonlinearsize_topG 26.13 -25.94 -75.67 -44.67 -75.67 -40.14 -56.54 -145.30 -170.93
7 multin_zz1000_71001_barra_growth_topG 3.49 -48.58 -98.31 -67.31 -98.31 -62.78 -79.18 -167.94 -193.57
8 multin_zz1000_71001_barra_residualvolatility_topG -58.19 -110.27 -159.99 -129.00 -159.99 -124.47 -140.86 -229.63 -255.26
9 multin_zz1000_71001_barra_momentum_topG -94.10 -146.18 -195.90 -164.91 -195.90 -160.37 -176.77 -265.53 -291.16