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_20260106_151539
0 multin_zz1000_71001_barra_liquidity_topG 19.52 -50.07 34.20 7.67 160.36 76.07 -101.12 -122.58 -223.84
1 multin_zz1000_71001_barra_earningsyield_botG 15.91 -53.68 30.59 4.05 156.75 72.45 -104.73 -126.19 -227.46
2 multin_zz1000_71001_barra_momentum_botG 3.97 -65.62 18.65 -7.88 144.81 60.52 -116.67 -138.13 -239.39
3 multin_zz1000_71001_barra_growth_botG 3.06 -66.53 17.74 -8.80 143.90 59.60 -117.58 -139.04 -240.31
4 multin_zz1000_71001_barra_beta_topG -1.51 -71.10 13.17 -13.36 139.33 55.04 -122.15 -143.61 -244.88
5 multin_zz1000_71001_barra_btop_botG -13.47 -83.06 1.21 -25.32 127.37 43.07 -134.11 -155.57 -256.84
6 multin_zz1000_71001_barra_leverage_botG -17.98 -87.57 -3.30 -29.84 122.86 38.56 -138.62 -160.08 -261.35
7 multin_zz1000_71001_barra_residualvolatility_botG -31.80 -101.39 -17.12 -43.65 109.04 24.75 -152.44 -173.90 -275.16
8 multin_zz1000_71001_barra_nonlinearsize_botG -40.70 -110.29 -26.02 -52.55 100.14 15.85 -161.34 -182.80 -284.07
9 multin_zz1000_71001_barra_size_botG -40.70 -110.29 -26.02 -52.55 100.14 15.85 -161.34 -182.80 -284.07