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_20260408_151526
0 multin_zz1000_71001_barra_momentum_topG 119.93 85.40 200.10 228.94 576.64 190.65 -231.09 -194.48 -138.89
1 multin_zz1000_71001_barra_growth_topG -22.76 -57.29 57.41 86.25 433.95 47.96 -373.78 -337.17 -281.58
2 multin_zz1000_71001_barra_nonlinearsize_topG -26.34 -60.87 53.83 82.67 430.37 44.38 -377.36 -340.75 -285.16
3 multin_zz1000_71001_barra_size_topG -60.31 -94.84 19.86 48.69 396.40 10.41 -411.33 -374.72 -319.13
4 multin_zz1000_71001_barra_residualvolatility_topG -80.80 -115.33 -0.63 28.21 375.91 -10.08 -431.82 -395.21 -339.62
5 multin_zz1000_71001_barra_leverage_topG -132.64 -167.17 -52.47 -23.63 324.07 -61.92 -483.66 -447.05 -391.46
6 multin_zz1000_71001_barra_liquidity_botG -156.32 -190.85 -76.16 -47.32 300.39 -85.61 -507.34 -470.74 -415.14
7 multin_zz1000_71001_barra_earningsyield_topG -186.58 -221.11 -106.42 -77.58 270.12 -115.87 -537.60 -501.00 -445.40
8 multin_zz1000_71001_barra_btop_topG -192.13 -226.67 -111.97 -83.13 264.57 -121.42 -543.15 -506.55 -450.95
9 multin_zz1000_71001_barra_beta_botG -327.44 -361.97 -247.27 -218.43 129.27 -256.72 -678.46 -641.85 -586.25