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_20260112_151524
0 multin_zz1000_71001_barra_earningsyield_botG 99.46 143.57 378.57 313.70 378.57 169.18 -206.76 -211.82 -189.77
1 multin_zz1000_71001_barra_liquidity_topG 87.08 131.19 366.18 301.32 366.18 156.80 -219.14 -224.20 -202.15
2 multin_zz1000_71001_barra_btop_botG 81.64 125.75 360.75 295.88 360.75 151.36 -224.58 -229.64 -207.59
3 multin_zz1000_71001_barra_beta_topG 37.29 81.40 316.39 251.53 316.39 107.01 -268.93 -273.99 -251.94
4 multin_zz1000_71001_barra_momentum_botG -20.96 23.15 258.14 193.28 258.14 48.76 -327.18 -332.24 -310.19
5 multin_zz1000_71001_barra_nonlinearsize_botG -26.89 17.22 252.21 187.34 252.21 42.82 -333.12 -338.18 -316.12
6 multin_zz1000_71001_barra_size_botG -26.89 17.22 252.21 187.34 252.21 42.82 -333.12 -338.18 -316.12
7 multin_zz1000_71001_barra_growth_botG -33.29 10.82 245.81 180.95 245.81 36.43 -339.51 -344.57 -322.52
8 multin_zz1000_71001_barra_leverage_botG -38.40 5.71 240.71 175.84 240.71 31.32 -344.62 -349.68 -327.63
9 multin_zz1000_71001_barra_residualvolatility_botG -60.81 -16.70 218.30 153.43 218.30 8.91 -367.03 -372.09 -350.04