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_20260115_151520
0 multin_zz1000_71001_barra_residualvolatility_botG 27.67 17.22 5.67 -13.52 5.67 41.71 167.08 146.50 155.06
1 multin_zz1000_71001_barra_size_botG -35.33 -45.78 -57.34 -76.53 -57.34 -21.29 104.07 83.50 92.06
2 multin_zz1000_71001_barra_nonlinearsize_botG -35.34 -45.78 -57.34 -76.53 -57.34 -21.29 104.07 83.50 92.06
3 multin_zz1000_71001_barra_momentum_botG -56.78 -67.23 -78.78 -97.97 -78.78 -42.74 82.63 62.05 70.62
4 multin_zz1000_71001_barra_beta_topG -59.18 -69.63 -81.19 -100.37 -81.19 -45.14 80.22 59.65 68.21
5 multin_zz1000_71001_barra_leverage_botG -74.02 -84.47 -96.02 -115.21 -96.02 -59.98 65.39 44.81 53.38
6 multin_zz1000_71001_barra_growth_botG -84.40 -94.85 -106.40 -125.59 -106.40 -70.36 55.01 34.43 43.00
7 multin_zz1000_71001_barra_earningsyield_botG -128.45 -138.90 -150.46 -169.64 -150.45 -114.41 10.95 -9.62 -1.06
8 multin_zz1000_71001_barra_btop_botG -135.27 -145.72 -157.28 -176.47 -157.28 -121.23 4.13 -16.44 -7.88
9 multin_zz1000_71001_barra_liquidity_topG -147.51 -157.96 -169.52 -188.70 -169.51 -133.47 -8.11 -28.68 -20.12