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_20260109_151517
0 multin_zz1000_71001_barra_earningsyield_botG 18.35 10.13 213.52 167.81 213.52 105.56 83.47 99.11 99.20
1 multin_zz1000_71001_barra_liquidity_topG 10.86 2.64 206.02 160.31 206.02 98.07 75.98 91.62 91.71
2 multin_zz1000_71001_barra_btop_botG -1.91 -10.13 193.25 147.54 193.25 85.30 63.21 78.85 78.94
3 multin_zz1000_71001_barra_beta_topG -49.33 -57.55 145.83 100.12 145.83 37.88 15.78 31.43 31.52
4 multin_zz1000_71001_barra_growth_botG -57.75 -65.98 137.41 91.70 137.41 29.45 7.36 23.01 23.10
5 multin_zz1000_71001_barra_momentum_botG -64.56 -72.78 130.61 84.90 130.61 22.65 0.56 16.20 16.30
6 multin_zz1000_71001_barra_leverage_botG -64.68 -72.90 130.48 84.77 130.48 22.53 0.44 16.08 16.17
7 multin_zz1000_71001_barra_residualvolatility_botG -83.95 -92.17 111.22 65.51 111.22 3.26 -18.83 -3.19 -3.10
8 multin_zz1000_71001_barra_nonlinearsize_botG -89.24 -97.46 105.93 60.22 105.93 -2.03 -24.12 -8.48 -8.38
9 multin_zz1000_71001_barra_size_botG -89.24 -97.46 105.93 60.22 105.93 -2.03 -24.12 -8.48 -8.38