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_20260226_151546
0 multin_zz1000_71001_barra_momentum_topG 34.48 74.19 113.20 127.83 113.20 99.30 121.99 176.26 142.22
1 multin_zz1000_71001_barra_growth_topG -24.69 15.03 54.03 68.67 54.03 40.14 62.83 117.10 83.06
2 multin_zz1000_71001_barra_nonlinearsize_topG -25.05 14.67 53.67 68.31 53.67 39.78 62.46 116.73 82.70
3 multin_zz1000_71001_barra_size_topG -46.15 -6.43 32.57 47.21 32.57 18.68 41.37 95.64 61.60
4 multin_zz1000_71001_barra_residualvolatility_topG -68.13 -28.41 10.59 25.23 10.60 -3.30 19.39 73.66 39.62
5 multin_zz1000_71001_barra_earningsyield_topG -68.33 -28.61 10.39 25.03 10.39 -3.50 19.19 73.46 39.42
6 multin_zz1000_71001_barra_liquidity_botG -79.77 -40.06 -1.05 13.58 -1.05 -14.95 7.74 62.01 27.97
7 multin_zz1000_71001_barra_leverage_topG -89.35 -49.63 -10.63 4.01 -10.63 -24.52 -1.84 52.43 18.40
8 multin_zz1000_71001_barra_btop_topG -103.93 -64.21 -25.20 -10.57 -25.20 -39.10 -16.41 37.86 3.82
9 multin_zz1000_71001_barra_beta_botG -110.54 -70.82 -31.82 -17.18 -31.82 -45.71 -23.02 31.25 -2.79