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_20260225_151620
0 multin_zz1000_71001_barra_momentum_topG 36.94 32.62 193.86 133.65 193.86 128.27 112.57 132.03 128.03
1 multin_zz1000_71001_barra_nonlinearsize_topG -7.80 -12.13 149.12 88.90 149.11 83.52 67.83 87.29 83.29
2 multin_zz1000_71001_barra_leverage_topG -21.27 -25.59 135.65 75.44 135.65 70.06 54.37 73.83 69.83
3 multin_zz1000_71001_barra_btop_topG -34.53 -38.85 122.39 62.18 122.39 56.80 41.10 60.56 56.56
4 multin_zz1000_71001_barra_residualvolatility_topG -42.15 -46.48 114.77 54.56 114.77 49.18 33.48 52.94 48.94
5 multin_zz1000_71001_barra_size_topG -49.54 -53.87 107.38 47.17 107.38 41.78 26.09 45.55 41.55
6 multin_zz1000_71001_barra_growth_topG -58.95 -63.28 97.97 37.76 97.97 32.37 16.68 36.14 32.14
7 multin_zz1000_71001_barra_earningsyield_topG -78.49 -82.82 78.42 18.21 78.42 12.83 -2.86 16.60 12.60
8 multin_zz1000_71001_barra_liquidity_botG -104.60 -108.93 52.32 -7.89 52.32 -13.28 -28.97 -9.51 -13.51
9 multin_zz1000_71001_barra_beta_botG -113.87 -118.20 43.05 -17.16 43.05 -22.55 -38.24 -18.78 -22.78