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_20260127_151522
0 multin_zz1000_71001_barra_momentum_topG 54.16 26.63 75.75 79.29 75.75 101.80 234.31 238.37 340.02
1 multin_zz1000_71001_barra_growth_topG 12.96 -14.56 34.55 38.10 34.56 60.61 193.12 197.18 298.83
2 multin_zz1000_71001_barra_nonlinearsize_topG 7.18 -20.35 28.77 32.31 28.77 54.82 187.33 191.40 293.05
3 multin_zz1000_71001_barra_residualvolatility_topG 5.24 -22.28 26.83 30.38 26.83 52.89 185.40 189.46 291.11
4 multin_zz1000_71001_barra_size_topG -11.29 -38.81 10.30 13.85 10.31 36.36 168.87 172.93 274.58
5 multin_zz1000_71001_barra_leverage_topG -93.55 -121.07 -71.96 -68.41 -71.95 -45.90 86.61 90.67 192.32
6 multin_zz1000_71001_barra_liquidity_botG -98.66 -126.19 -77.07 -73.53 -77.07 -51.02 81.49 85.55 187.20
7 multin_zz1000_71001_barra_earningsyield_topG -100.21 -127.73 -78.62 -75.07 -78.61 -52.56 79.95 84.01 185.66
8 multin_zz1000_71001_barra_beta_botG -110.82 -138.35 -89.23 -85.69 -89.23 -63.18 69.33 73.40 175.05
9 multin_zz1000_71001_barra_btop_topG -113.70 -141.23 -92.11 -88.57 -92.11 -66.06 66.45 70.51 172.16