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_20260126_151524
0 multin_zz1000_71001_barra_earningsyield_topG 131.59 107.34 13.24 -0.06 13.24 120.74 188.49 95.33 45.17
1 multin_zz1000_71001_barra_beta_botG 117.55 93.30 -0.80 -14.10 -0.80 106.70 174.45 81.29 31.13
2 multin_zz1000_71001_barra_liquidity_botG 111.70 87.45 -6.65 -19.95 -6.65 100.85 168.60 75.43 25.28
3 multin_zz1000_71001_barra_btop_topG 94.88 70.63 -23.47 -36.77 -23.47 84.03 151.78 58.62 8.46
4 multin_zz1000_71001_barra_size_topG 63.58 39.33 -54.77 -68.08 -54.78 52.73 120.47 27.31 -22.85
5 multin_zz1000_71001_barra_leverage_topG 61.44 37.19 -56.91 -70.22 -56.92 50.59 118.33 25.17 -24.99
6 multin_zz1000_71001_barra_nonlinearsize_topG -6.37 -30.62 -124.72 -138.03 -124.72 -17.22 50.52 -42.64 -92.80
7 multin_zz1000_71001_barra_growth_topG -47.02 -71.27 -165.37 -178.68 -165.37 -57.87 9.87 -83.29 -133.45
8 multin_zz1000_71001_barra_momentum_topG -53.96 -78.21 -172.31 -185.61 -172.31 -64.81 2.94 -90.22 -140.38
9 multin_zz1000_71001_barra_residualvolatility_topG -109.85 -134.10 -228.20 -241.50 -228.20 -120.69 -52.95 -146.11 -196.27