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_20260119_151535
0 multin_zz1000_71001_barra_nonlinearsize_botG 92.48 67.41 135.93 130.17 135.93 15.29 -4.58 80.03 138.66
1 multin_zz1000_71001_barra_size_botG 92.48 67.41 135.93 130.17 135.93 15.29 -4.58 80.03 138.66
2 multin_zz1000_71001_barra_growth_botG 60.62 35.54 104.07 98.31 104.07 -16.57 -36.44 48.17 106.80
3 multin_zz1000_71001_barra_residualvolatility_botG 41.79 16.72 85.24 79.48 85.24 -35.40 -55.27 29.34 87.97
4 multin_zz1000_71001_barra_liquidity_topG 16.12 -8.96 59.56 53.81 59.56 -61.08 -80.95 3.67 62.30
5 multin_zz1000_71001_barra_momentum_botG -3.14 -28.21 40.31 34.55 40.31 -80.33 -100.20 -15.59 43.04
6 multin_zz1000_71001_barra_leverage_botG -11.23 -36.31 32.21 26.46 32.21 -88.43 -108.30 -23.69 34.95
7 multin_zz1000_71001_barra_earningsyield_botG -27.41 -52.49 16.04 10.28 16.04 -104.60 -124.47 -39.86 18.77
8 multin_zz1000_71001_barra_beta_topG -36.63 -61.70 6.82 1.06 6.82 -113.82 -133.69 -49.08 9.55
9 multin_zz1000_71001_barra_btop_botG -49.92 -75.00 -6.48 -12.23 -6.48 -127.12 -146.99 -62.38 -3.74