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_20260327_151815
0 multin_zz1000_71001_barra_momentum_topG 9.76 24.65 152.38 92.26 152.39 -7.05 54.22 102.60 107.06
1 multin_zz1000_71001_barra_growth_topG 7.65 22.53 150.27 90.14 150.27 -9.17 52.10 100.49 104.94
2 multin_zz1000_71001_barra_nonlinearsize_topG -15.21 -0.33 127.41 67.28 127.41 -32.03 29.24 77.62 82.08
3 multin_zz1000_71001_barra_residualvolatility_topG -26.94 -12.06 115.68 55.55 115.68 -43.75 17.51 65.90 70.36
4 multin_zz1000_71001_barra_liquidity_botG -30.45 -15.57 112.17 52.04 112.17 -47.27 14.00 62.39 66.84
5 multin_zz1000_71001_barra_leverage_topG -45.52 -30.64 97.10 36.97 97.10 -62.33 -1.07 47.32 51.78
6 multin_zz1000_71001_barra_size_topG -48.70 -33.82 93.92 33.79 93.92 -65.52 -4.25 44.14 48.59
7 multin_zz1000_71001_barra_btop_topG -69.36 -54.48 73.26 13.13 73.26 -86.18 -24.91 23.47 27.93
8 multin_zz1000_71001_barra_earningsyield_topG -71.05 -56.17 71.57 11.44 71.57 -87.87 -26.60 21.79 26.24
9 multin_zz1000_71001_barra_beta_botG -75.16 -60.28 67.46 7.33 67.46 -91.98 -30.71 17.67 22.13