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
barraStyle_20260202_151524
0 multin_zz1000_71001_barra_nonlinearsize_botG 175.30 235.28 -160.73 47.63 -160.73 14.75 230.00 289.53 354.36
1 multin_zz1000_71001_barra_size_botG 175.30 235.28 -160.73 47.63 -160.73 14.75 230.00 289.53 354.36
2 multin_zz1000_71001_barra_momentum_botG 141.72 201.71 -194.31 14.05 -194.30 -18.83 196.42 255.96 320.79
3 multin_zz1000_71001_barra_liquidity_botG 139.64 199.63 -196.39 11.97 -196.39 -20.91 194.34 253.88 318.71
4 multin_zz1000_71001_barra_beta_botG 128.32 188.30 -207.71 0.64 -207.71 -32.23 183.02 242.55 307.38
5 multin_zz1000_71001_barra_liquidity_topG 127.57 187.55 -208.46 -0.10 -208.46 -32.98 182.27 241.80 306.63
6 multin_zz1000_71001_barra_residualvolatility_botG 110.07 170.06 -225.95 -17.60 -225.95 -50.48 164.77 224.31 289.14
7 multin_zz1000_71001_barra_residualvolatility_topG 107.44 167.43 -228.58 -20.23 -228.58 -53.11 162.14 221.68 286.51
8 multin_zz1000_71001_barra_leverage_botG 104.08 164.06 -231.95 -23.60 -231.95 -56.47 158.78 218.31 283.14
9 multin_zz1000_71001_barra_growth_botG 93.63 153.62 -242.39 -34.04 -242.39 -66.92 148.34 207.87 272.70
10 multin_zz1000_71001_barra_earningsyield_topG 90.07 150.06 -245.96 -37.60 -245.96 -70.48 144.77 204.30 269.14
11 multin_zz1000_71001_barra_leverage_topG 79.84 139.83 -256.19 -47.83 -256.19 -80.71 134.54 194.07 258.91
12 multin_zz1000_71001_barra_btop_topG 75.53 135.52 -260.50 -52.14 -260.50 -85.02 130.23 189.76 254.60
13 multin_zz1000_71001_barra_growth_topG 61.71 121.70 -274.31 -65.96 -274.31 -98.84 116.42 175.95 240.78
14 multin_zz1000_71001_barra_momentum_topG 61.58 121.56 -274.45 -66.10 -274.45 -98.97 116.28 175.81 240.64
15 multin_zz1000_71001_barra_earningsyield_botG 56.27 116.26 -279.76 -71.40 -279.76 -104.28 110.97 170.50 235.34
16 multin_zz1000_71001_barra_btop_botG 33.91 93.90 -302.12 -93.76 -302.11 -126.64 88.61 148.15 212.98
17 multin_zz1000_71001_barra_nonlinearsize_topG 29.54 89.53 -306.49 -98.13 -306.49 -131.01 84.24 143.78 208.61
18 multin_zz1000_71001_barra_size_topG 27.15 87.14 -308.88 -100.52 -308.88 -133.40 81.85 141.38 206.22
19 multin_zz1000_71001_barra_beta_topG 21.72 81.71 -314.30 -105.95 -314.30 -138.82 76.43 135.96 200.79