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_20260123_201232
0 multin_zz1000_71001_barra_residualvolatility_topG 100.80 55.55 292.14 342.66 292.14 173.41 40.62 -54.89 -79.55
1 multin_zz1000_71001_barra_nonlinearsize_topG 13.76 -31.49 205.11 255.62 205.11 86.37 -46.41 -141.92 -166.58
2 multin_zz1000_71001_barra_momentum_topG 4.73 -40.52 196.07 246.59 196.07 77.34 -55.45 -150.96 -175.62
3 multin_zz1000_71001_barra_growth_topG -11.20 -56.45 180.15 230.66 180.15 61.41 -71.38 -166.88 -191.54
4 multin_zz1000_71001_barra_leverage_topG -29.46 -74.72 161.88 212.40 161.88 43.15 -89.64 -185.15 -209.81
5 multin_zz1000_71001_barra_size_topG -82.27 -127.53 109.07 159.59 109.07 -9.66 -142.45 -237.96 -262.62
6 multin_zz1000_71001_barra_btop_topG -105.11 -150.37 86.23 136.74 86.23 -32.50 -165.29 -260.80 -285.46
7 multin_zz1000_71001_barra_liquidity_botG -129.44 -174.70 61.90 112.42 61.90 -56.83 -189.62 -285.13 -309.79
8 multin_zz1000_71001_barra_earningsyield_topG -130.41 -175.66 60.93 111.45 60.93 -57.80 -190.59 -286.10 -310.76
9 multin_zz1000_71001_barra_beta_botG -154.38 -199.63 36.96 87.48 36.97 -81.77 -214.56 -310.07 -334.73