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_20260203_151529
0 multin_zz1000_71001_barra_residualvolatility_topG 53.54 37.58 347.72 225.95 347.72 152.53 -18.48 9.55 39.72
1 multin_zz1000_71001_barra_momentum_topG 48.87 32.91 343.05 221.28 343.05 147.86 -23.15 4.88 35.06
2 multin_zz1000_71001_barra_nonlinearsize_topG -3.55 -19.51 290.63 168.86 290.63 95.44 -75.57 -47.54 -17.36
3 multin_zz1000_71001_barra_growth_topG -26.12 -42.08 268.06 146.29 268.06 72.86 -98.15 -70.12 -39.94
4 multin_zz1000_71001_barra_size_topG -62.48 -78.45 231.69 109.92 231.69 36.50 -134.51 -106.48 -76.30
5 multin_zz1000_71001_barra_leverage_topG -98.06 -114.02 196.12 74.35 196.12 0.93 -170.08 -142.05 -111.87
6 multin_zz1000_71001_barra_btop_topG -148.99 -164.95 145.19 23.42 145.19 -50.00 -221.01 -192.98 -162.80
7 multin_zz1000_71001_barra_earningsyield_topG -167.73 -183.69 126.45 4.68 126.45 -68.74 -239.75 -211.72 -181.55
8 multin_zz1000_71001_barra_liquidity_botG -172.42 -188.38 121.75 -0.01 121.75 -73.44 -244.45 -216.42 -186.24
9 multin_zz1000_71001_barra_beta_botG -212.36 -228.32 81.82 -39.95 81.82 -113.37 -284.38 -256.35 -226.17