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_20260122_151534
0 multin_zz1000_71001_barra_liquidity_topG 54.95 76.76 130.59 128.36 130.59 40.31 -130.92 -201.41 -128.47
1 multin_zz1000_71001_barra_nonlinearsize_botG 54.52 76.33 130.16 127.93 130.16 39.88 -131.35 -201.84 -128.91
2 multin_zz1000_71001_barra_size_botG 54.52 76.33 130.16 127.93 130.16 39.88 -131.35 -201.84 -128.91
3 multin_zz1000_71001_barra_earningsyield_botG 43.01 64.82 118.65 116.42 118.65 28.37 -142.87 -213.36 -140.42
4 multin_zz1000_71001_barra_beta_topG 29.46 51.28 105.11 102.88 105.11 14.82 -156.41 -226.90 -153.96
5 multin_zz1000_71001_barra_growth_botG 18.80 40.61 94.44 92.21 94.44 4.16 -167.08 -237.57 -164.63
6 multin_zz1000_71001_barra_momentum_botG 9.44 31.25 85.08 82.85 85.08 -5.20 -176.43 -246.92 -173.99
7 multin_zz1000_71001_barra_btop_botG 0.19 22.01 75.84 73.61 75.84 -14.45 -185.68 -256.17 -183.23
8 multin_zz1000_71001_barra_residualvolatility_botG -3.25 18.56 72.39 70.16 72.39 -17.89 -189.12 -259.61 -186.67
9 multin_zz1000_71001_barra_leverage_botG -35.59 -13.78 40.05 37.82 40.05 -50.23 -221.47 -291.96 -219.02