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_20260212_151530
0 multin_zz1000_71001_barra_momentum_topG -0.09 -22.04 93.47 82.09 93.47 154.79 123.15 124.26 97.50
1 multin_zz1000_71001_barra_size_topG -27.43 -49.38 66.12 54.75 66.12 127.44 95.81 96.92 70.16
2 multin_zz1000_71001_barra_nonlinearsize_topG -35.69 -57.65 57.86 46.49 57.86 119.18 87.55 88.65 61.90
3 multin_zz1000_71001_barra_growth_topG -48.11 -70.07 45.44 34.07 45.44 106.76 75.13 76.23 49.48
4 multin_zz1000_71001_barra_residualvolatility_topG -124.19 -146.15 -30.64 -42.01 -30.64 30.68 -0.95 0.15 -26.60
5 multin_zz1000_71001_barra_earningsyield_topG -126.72 -148.68 -33.17 -44.54 -33.17 28.15 -3.48 -2.38 -29.13
6 multin_zz1000_71001_barra_leverage_topG -135.73 -157.69 -42.18 -53.55 -42.18 19.14 -12.49 -11.39 -38.14
7 multin_zz1000_71001_barra_btop_topG -153.69 -175.64 -60.13 -71.51 -60.13 1.19 -30.44 -29.34 -56.10
8 multin_zz1000_71001_barra_liquidity_botG -166.90 -188.86 -73.35 -84.72 -73.35 -12.03 -43.66 -42.56 -69.31
9 multin_zz1000_71001_barra_beta_botG -206.78 -228.73 -113.22 -124.60 -113.22 -51.90 -83.53 -82.43 -109.19