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_20260120_151525
0 multin_zz1000_71001_barra_nonlinearsize_botG 109.59 57.51 7.79 38.78 7.79 43.31 26.92 -61.85 -87.47
1 multin_zz1000_71001_barra_size_botG 109.59 57.51 7.79 38.78 7.79 43.31 26.92 -61.85 -87.47
2 multin_zz1000_71001_barra_momentum_botG 108.08 56.01 6.28 37.27 6.28 41.81 25.41 -63.35 -88.98
3 multin_zz1000_71001_barra_residualvolatility_botG 94.31 42.23 -7.49 23.50 -7.49 28.04 11.64 -77.12 -102.75
4 multin_zz1000_71001_barra_growth_botG 61.83 9.75 -39.97 -8.98 -39.97 -4.45 -20.84 -109.60 -135.23
5 multin_zz1000_71001_barra_leverage_botG 59.73 7.65 -42.07 -11.08 -42.07 -6.55 -22.94 -111.70 -137.33
6 multin_zz1000_71001_barra_earningsyield_botG -38.61 -90.68 -140.41 -109.42 -140.41 -104.88 -121.28 -210.04 -235.67
7 multin_zz1000_71001_barra_btop_botG -54.89 -106.96 -156.69 -125.70 -156.69 -121.16 -137.56 -226.32 -251.95
8 multin_zz1000_71001_barra_beta_topG -105.42 -157.49 -207.22 -176.23 -207.22 -171.69 -188.09 -276.85 -302.48
9 multin_zz1000_71001_barra_liquidity_topG -125.49 -177.56 -227.29 -196.29 -227.29 -191.76 -208.16 -296.92 -322.55