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_20260209_151523
0 multin_zz1000_71001_barra_momentum_topG 20.99 44.38 248.72 84.26 248.72 72.71 37.65 75.28 73.45
1 multin_zz1000_71001_barra_residualvolatility_topG 1.97 25.37 229.71 65.25 229.71 53.70 18.64 56.26 54.44
2 multin_zz1000_71001_barra_nonlinearsize_topG -28.56 -5.16 199.17 34.72 199.18 23.17 -11.90 25.73 23.91
3 multin_zz1000_71001_barra_growth_topG -31.31 -7.91 196.42 31.97 196.43 20.42 -14.65 22.98 21.16
4 multin_zz1000_71001_barra_size_topG -51.23 -27.83 176.50 12.05 176.50 0.49 -34.57 3.06 1.23
5 multin_zz1000_71001_barra_leverage_topG -68.51 -45.11 159.23 -5.23 159.23 -16.78 -51.84 -14.22 -16.04
6 multin_zz1000_71001_barra_btop_topG -102.77 -79.37 124.96 -39.50 124.96 -51.05 -86.11 -48.48 -50.31
7 multin_zz1000_71001_barra_liquidity_botG -136.34 -112.94 91.40 -73.06 91.40 -84.61 -119.67 -82.05 -83.87
8 multin_zz1000_71001_barra_earningsyield_topG -143.06 -119.66 84.68 -79.78 84.68 -91.33 -126.39 -88.77 -90.59
9 multin_zz1000_71001_barra_beta_botG -160.90 -137.50 66.84 -97.62 66.84 -109.17 -144.23 -106.61 -108.43