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_20260107_151520
0 multin_zz1000_71001_barra_beta_topG 48.12 23.00 105.00 130.50 105.00 107.23 170.03 212.35 206.93
1 multin_zz1000_71001_barra_liquidity_topG 22.02 -3.10 78.89 104.39 78.89 81.12 143.93 186.25 180.82
2 multin_zz1000_71001_barra_btop_botG 18.89 -6.23 75.77 101.27 75.77 78.00 140.80 183.12 177.70
3 multin_zz1000_71001_barra_earningsyield_botG 0.05 -25.07 56.92 82.42 56.92 59.15 121.95 164.28 158.85
4 multin_zz1000_71001_barra_leverage_botG -34.78 -59.90 22.10 47.60 22.09 24.33 87.13 129.45 124.02
5 multin_zz1000_71001_barra_growth_botG -60.42 -85.54 -3.54 21.96 -3.54 -1.31 61.49 103.82 98.39
6 multin_zz1000_71001_barra_residualvolatility_botG -83.99 -109.11 -27.12 -1.62 -27.12 -24.89 37.91 80.24 74.81
7 multin_zz1000_71001_barra_momentum_botG -97.27 -122.39 -40.40 -14.90 -40.40 -38.17 24.63 66.96 61.53
8 multin_zz1000_71001_barra_nonlinearsize_botG -100.65 -125.77 -43.77 -18.27 -43.77 -41.54 21.26 63.58 58.16
9 multin_zz1000_71001_barra_size_botG -100.65 -125.77 -43.77 -18.27 -43.77 -41.54 21.26 63.58 58.16