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_20260121_151824
0 multin_zz1000_71001_barra_beta_topG 80.15 51.68 158.56 147.90 158.56 64.81 35.86 42.66 28.51
1 multin_zz1000_71001_barra_btop_botG 35.60 7.12 114.01 103.35 114.01 20.26 -8.70 -1.90 -16.04
2 multin_zz1000_71001_barra_earningsyield_botG 3.27 -25.20 81.68 71.03 81.69 -12.07 -41.02 -34.22 -48.37
3 multin_zz1000_71001_barra_nonlinearsize_botG -1.60 -30.07 76.81 66.15 76.81 -16.94 -45.89 -39.09 -53.24
4 multin_zz1000_71001_barra_size_botG -1.60 -30.07 76.81 66.15 76.81 -16.94 -45.89 -39.09 -53.24
5 multin_zz1000_71001_barra_residualvolatility_botG -2.00 -30.47 76.41 65.75 76.41 -17.34 -46.29 -39.49 -53.64
6 multin_zz1000_71001_barra_liquidity_topG -2.79 -31.26 75.62 64.96 75.62 -18.13 -47.08 -40.28 -54.43
7 multin_zz1000_71001_barra_leverage_botG -3.78 -32.26 74.63 63.97 74.63 -19.12 -48.08 -41.28 -55.42
8 multin_zz1000_71001_barra_growth_botG -25.62 -54.10 52.79 42.13 52.79 -40.96 -69.92 -63.12 -77.26
9 multin_zz1000_71001_barra_momentum_botG -69.85 -98.32 8.56 -2.09 8.57 -85.18 -114.14 -107.34 -121.49