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_20260324_204132
0 multin_zz1000_71001_barra_leverage_topG 90.42 141.47 348.81 222.50 348.81 -96.07 -281.37 -256.24 -173.38
1 multin_zz1000_71001_barra_liquidity_botG 62.08 113.12 320.47 194.16 320.47 -124.41 -309.71 -284.58 -201.72
2 multin_zz1000_71001_barra_residualvolatility_topG 54.48 105.53 312.87 186.56 312.87 -132.01 -317.31 -292.18 -209.31
3 multin_zz1000_71001_barra_btop_topG 51.89 102.94 310.28 183.97 310.28 -134.60 -319.90 -294.77 -211.91
4 multin_zz1000_71001_barra_momentum_topG 51.77 102.82 310.16 183.86 310.16 -134.71 -320.02 -294.88 -212.02
5 multin_zz1000_71001_barra_growth_topG 49.32 100.37 307.71 181.40 307.71 -137.17 -322.47 -297.34 -214.48
6 multin_zz1000_71001_barra_beta_botG 8.85 59.90 267.24 140.93 267.24 -177.64 -362.94 -337.81 -254.95
7 multin_zz1000_71001_barra_earningsyield_topG -7.72 43.33 250.67 124.36 250.67 -194.21 -379.51 -354.38 -271.52
8 multin_zz1000_71001_barra_nonlinearsize_topG -18.74 32.30 239.65 113.34 239.65 -205.23 -390.53 -365.40 -282.54
9 multin_zz1000_71001_barra_size_topG -56.31 -5.26 202.08 75.77 202.08 -242.79 -428.10 -402.96 -320.10