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_20260122_151534
0 multin_zz1000_71001_barra_residualvolatility_topG 64.51 86.33 140.16 137.93 140.16 49.87 -121.36 -191.85 -118.91
1 multin_zz1000_71001_barra_leverage_topG 45.88 67.70 121.53 119.30 121.53 31.24 -139.99 -210.48 -137.54
2 multin_zz1000_71001_barra_btop_topG 35.81 57.63 111.46 109.23 111.46 21.18 -150.06 -220.55 -147.61
3 multin_zz1000_71001_barra_momentum_topG 20.62 42.43 96.26 94.03 96.26 5.98 -165.25 -235.74 -162.80
4 multin_zz1000_71001_barra_liquidity_botG 12.21 34.03 87.86 85.63 87.86 -2.43 -173.66 -244.15 -171.21
5 multin_zz1000_71001_barra_nonlinearsize_topG 3.34 25.15 78.98 76.75 78.98 -11.30 -182.54 -253.02 -180.09
6 multin_zz1000_71001_barra_growth_topG 2.30 24.12 77.95 75.72 77.95 -12.34 -183.57 -254.06 -181.12
7 multin_zz1000_71001_barra_beta_botG -10.36 11.45 65.28 63.05 65.28 -25.00 -196.23 -266.72 -193.78
8 multin_zz1000_71001_barra_earningsyield_topG -13.91 7.91 61.74 59.51 61.74 -28.54 -199.78 -270.27 -197.33
9 multin_zz1000_71001_barra_size_topG -38.03 -16.22 37.61 35.38 37.61 -52.67 -223.90 -294.39 -221.45