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_20260114_151520
0 multin_zz1000_71001_barra_beta_topG 121.22 82.20 186.04 227.36 186.04 107.43 -12.45 23.06 38.37
1 multin_zz1000_71001_barra_btop_botG 83.05 44.02 147.87 189.18 147.87 69.26 -50.62 -15.11 0.20
2 multin_zz1000_71001_barra_earningsyield_botG 57.91 18.88 122.73 164.04 122.73 44.12 -75.76 -40.25 -24.94
3 multin_zz1000_71001_barra_liquidity_topG 50.58 11.55 115.40 156.71 115.40 36.78 -83.10 -47.58 -32.27
4 multin_zz1000_71001_barra_leverage_botG 18.98 -20.04 83.80 125.12 83.80 5.19 -114.69 -79.18 -63.86
5 multin_zz1000_71001_barra_momentum_botG 12.40 -26.63 77.21 118.53 77.22 -1.40 -121.28 -85.77 -70.45
6 multin_zz1000_71001_barra_growth_botG 7.24 -31.78 72.06 113.38 72.06 -6.55 -126.43 -90.92 -75.60
7 multin_zz1000_71001_barra_nonlinearsize_botG 7.02 -32.00 71.84 113.16 71.84 -6.77 -126.65 -91.14 -75.82
8 multin_zz1000_71001_barra_size_botG 7.02 -32.00 71.84 113.16 71.84 -6.77 -126.65 -91.14 -75.82
9 multin_zz1000_71001_barra_residualvolatility_botG -2.41 -41.44 62.41 103.72 62.41 -16.21 -136.08 -100.57 -85.26