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_20260323_151530
0 multin_zz1000_71001_barra_size_topG 104.12 39.21 -377.48 -50.69 -377.48 238.22 836.13 815.19 845.56
1 multin_zz1000_71001_barra_residualvolatility_topG 64.52 -0.39 -417.08 -90.29 -417.08 198.62 796.53 775.59 805.96
2 multin_zz1000_71001_barra_leverage_topG 58.19 -6.72 -423.41 -96.63 -423.41 192.29 790.20 769.26 799.62
3 multin_zz1000_71001_barra_beta_botG 55.02 -9.89 -426.59 -99.80 -426.59 189.12 787.03 766.08 796.45
4 multin_zz1000_71001_barra_btop_topG 39.22 -25.69 -442.39 -115.60 -442.39 173.32 771.23 750.28 780.65
5 multin_zz1000_71001_barra_nonlinearsize_topG 39.00 -25.91 -442.60 -115.82 -442.60 173.10 771.01 750.07 780.44
6 multin_zz1000_71001_barra_earningsyield_topG 36.40 -28.51 -445.21 -118.42 -445.21 170.49 768.40 747.46 777.83
7 multin_zz1000_71001_barra_momentum_topG -10.18 -75.09 -491.78 -164.99 -491.78 123.92 721.83 700.89 731.26
8 multin_zz1000_71001_barra_growth_topG -47.95 -112.85 -529.55 -202.76 -529.55 86.15 684.06 663.12 693.49
9 multin_zz1000_71001_barra_liquidity_botG -76.51 -141.41 -558.11 -231.32 -558.11 57.59 655.50 634.56 664.93