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_20260108_151518
0 multin_zz1000_71001_barra_nonlinearsize_botG 80.23 136.94 163.14 245.17 163.14 14.08 -79.17 -57.71 -50.41
1 multin_zz1000_71001_barra_size_botG 80.23 136.94 163.14 245.17 163.14 14.08 -79.17 -57.71 -50.41
2 multin_zz1000_71001_barra_liquidity_topG 78.72 135.44 161.64 243.66 161.64 12.57 -80.67 -59.22 -51.91
3 multin_zz1000_71001_barra_earningsyield_botG 68.77 125.48 151.68 233.71 151.68 2.61 -90.63 -69.17 -61.87
4 multin_zz1000_71001_barra_momentum_botG 58.21 114.93 141.13 223.15 141.13 -7.94 -101.18 -79.73 -72.42
5 multin_zz1000_71001_barra_growth_botG 55.39 112.11 138.31 220.34 138.31 -10.76 -104.00 -82.55 -75.24
6 multin_zz1000_71001_barra_btop_botG 8.21 64.93 91.13 173.16 91.13 -57.94 -151.18 -129.73 -122.42
7 multin_zz1000_71001_barra_residualvolatility_botG -2.43 54.28 80.48 162.51 80.48 -68.58 -161.83 -140.37 -133.07
8 multin_zz1000_71001_barra_leverage_botG -3.88 52.84 79.04 161.07 79.04 -70.03 -163.27 -141.82 -134.51
9 multin_zz1000_71001_barra_beta_topG -27.28 29.43 55.63 137.66 55.63 -93.44 -186.68 -165.22 -157.92