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_20260401_151648
0 multin_zz1000_71001_barra_momentum_topG 50.96 69.44 60.21 73.49 243.70 100.69 -40.51 -53.26 -25.55
1 multin_zz1000_71001_barra_growth_topG 11.24 29.72 20.49 33.77 203.98 60.97 -80.23 -92.98 -65.27
2 multin_zz1000_71001_barra_nonlinearsize_topG -14.39 4.10 -5.14 8.14 178.35 35.34 -105.86 -118.61 -90.90
3 multin_zz1000_71001_barra_size_topG -14.64 3.85 -5.38 7.89 178.10 35.09 -106.11 -118.85 -91.15
4 multin_zz1000_71001_barra_residualvolatility_topG -50.44 -31.95 -41.18 -27.91 142.30 -0.71 -141.91 -154.65 -126.95
5 multin_zz1000_71001_barra_liquidity_botG -58.18 -39.69 -48.92 -35.65 134.56 -8.45 -149.65 -162.39 -134.69
6 multin_zz1000_71001_barra_earningsyield_topG -65.33 -46.84 -56.07 -42.79 127.41 -15.59 -156.80 -169.54 -141.84
7 multin_zz1000_71001_barra_leverage_topG -105.82 -87.33 -96.56 -83.29 86.92 -56.09 -197.29 -210.03 -182.33
8 multin_zz1000_71001_barra_btop_topG -113.53 -95.05 -104.28 -91.00 79.20 -63.80 -205.00 -217.75 -190.04
9 multin_zz1000_71001_barra_beta_botG -144.48 -125.99 -135.22 -121.94 48.26 -94.74 -235.95 -248.69 -220.99