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_20260302_151527
0 multin_zz1000_71001_barra_size_topG 113.08 13.15 18.59 -22.18 18.60 288.28 540.71 448.48 542.24
1 multin_zz1000_71001_barra_momentum_topG 65.78 -34.14 -28.70 -69.47 -28.70 240.99 493.42 401.19 494.95
2 multin_zz1000_71001_barra_earningsyield_topG 53.41 -46.52 -41.07 -81.85 -41.07 228.61 481.04 388.81 482.57
3 multin_zz1000_71001_barra_btop_topG 23.19 -76.74 -71.29 -112.06 -71.29 198.39 450.83 358.59 452.35
4 multin_zz1000_71001_barra_nonlinearsize_topG 22.42 -77.50 -72.06 -112.83 -72.06 197.62 450.06 357.83 451.59
5 multin_zz1000_71001_barra_beta_botG -34.27 -134.20 -128.76 -169.53 -128.75 140.93 393.36 301.13 394.89
6 multin_zz1000_71001_barra_leverage_topG -36.04 -135.96 -130.52 -171.29 -130.52 139.17 391.60 299.37 393.13
7 multin_zz1000_71001_barra_residualvolatility_topG -43.07 -143.00 -137.55 -178.32 -137.55 132.13 384.57 292.34 386.09
8 multin_zz1000_71001_barra_liquidity_botG -61.89 -161.82 -156.37 -197.14 -156.37 113.31 365.75 273.52 367.28
9 multin_zz1000_71001_barra_growth_topG -74.63 -174.56 -169.11 -209.88 -169.11 100.57 353.01 260.77 354.53