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_20260123_201232
0 multin_zz1000_71001_barra_liquidity_topG 71.24 25.98 262.58 313.10 262.58 143.85 11.06 -84.45 -109.11
1 multin_zz1000_71001_barra_beta_topG 59.23 13.98 250.58 301.09 250.58 131.84 -0.94 -96.45 -121.11
2 multin_zz1000_71001_barra_earningsyield_botG 21.72 -23.54 213.06 263.57 213.06 94.33 -38.46 -133.97 -158.63
3 multin_zz1000_71001_barra_btop_botG -24.74 -69.99 166.61 217.12 166.61 47.87 -84.92 -180.43 -205.08
4 multin_zz1000_71001_barra_momentum_botG -29.53 -74.78 161.81 212.33 161.81 43.08 -89.71 -185.22 -209.88
5 multin_zz1000_71001_barra_growth_botG -47.74 -92.99 143.61 194.12 143.61 24.87 -107.92 -203.43 -228.08
6 multin_zz1000_71001_barra_residualvolatility_botG -65.54 -110.79 125.81 176.32 125.81 7.07 -125.72 -221.22 -245.88
7 multin_zz1000_71001_barra_leverage_botG -84.12 -129.37 107.22 157.74 107.23 -11.51 -144.30 -239.81 -264.46
8 multin_zz1000_71001_barra_nonlinearsize_botG -89.15 -134.41 102.19 152.70 102.19 -16.54 -149.33 -244.84 -269.50
9 multin_zz1000_71001_barra_size_botG -89.15 -134.41 102.19 152.70 102.19 -16.54 -149.33 -244.84 -269.50