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_20260407_151529
0 multin_zz1000_71001_barra_leverage_topG 61.72 107.93 8.98 157.06 158.92 -49.51 16.17 82.49 68.78
1 multin_zz1000_71001_barra_residualvolatility_topG 38.59 84.79 -14.15 133.93 135.79 -72.64 -6.96 59.36 45.65
2 multin_zz1000_71001_barra_btop_topG 36.72 82.92 -16.02 132.06 133.92 -74.51 -8.83 57.49 43.78
3 multin_zz1000_71001_barra_growth_topG 34.98 81.18 -17.76 130.32 132.17 -76.25 -10.58 55.74 42.04
4 multin_zz1000_71001_barra_momentum_topG 5.23 51.43 -47.51 100.57 102.43 -106.00 -40.32 26.00 12.29
5 multin_zz1000_71001_barra_beta_botG 3.84 50.05 -48.90 99.18 101.04 -107.39 -41.71 24.61 10.90
6 multin_zz1000_71001_barra_liquidity_botG -0.91 45.29 -53.65 94.43 96.28 -112.14 -46.47 19.86 6.15
7 multin_zz1000_71001_barra_nonlinearsize_topG -19.16 27.04 -71.90 76.18 78.04 -130.39 -64.72 1.61 -12.10
8 multin_zz1000_71001_barra_earningsyield_topG -32.32 13.88 -85.06 63.02 64.87 -143.55 -77.88 -11.55 -25.26
9 multin_zz1000_71001_barra_size_topG -59.15 -12.95 -111.89 36.19 38.05 -170.38 -104.71 -38.38 -52.09