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
barraAttack_20260410_151525
0 multin_zz1000_71001_barra_residualvolatility_botG 29.63 38.72 132.74 -18.56 132.74 10.06 -127.32 -110.11 -147.08
1 multin_zz1000_71001_barra_nonlinearsize_botG 22.21 31.30 125.32 -25.98 125.32 2.64 -134.74 -117.53 -154.50
2 multin_zz1000_71001_barra_size_botG 22.21 31.30 125.32 -25.98 125.32 2.64 -134.74 -117.53 -154.50
3 multin_zz1000_71001_barra_leverage_botG 18.01 27.10 121.12 -30.17 121.12 -1.55 -138.94 -121.73 -158.69
4 multin_zz1000_71001_barra_momentum_botG 13.36 22.44 116.47 -34.83 116.47 -6.21 -143.59 -126.38 -163.35
5 multin_zz1000_71001_barra_earningsyield_botG -10.97 -1.89 92.14 -59.16 92.14 -30.54 -167.93 -150.71 -187.68
6 multin_zz1000_71001_barra_beta_topG -13.32 -4.23 89.79 -61.50 89.79 -32.88 -170.27 -153.06 -190.02
7 multin_zz1000_71001_barra_growth_botG -16.95 -7.87 86.16 -65.14 86.16 -36.52 -173.90 -156.69 -193.66
8 multin_zz1000_71001_barra_btop_botG -23.47 -14.39 79.64 -71.66 79.64 -43.04 -180.42 -163.21 -200.18
9 multin_zz1000_71001_barra_liquidity_topG -67.20 -58.11 35.91 -115.39 35.91 -86.77 -224.15 -206.94 -243.91