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_20260126_151524
0 multin_zz1000_71001_barra_momentum_botG 73.72 49.47 -44.63 -57.94 -44.63 62.87 130.61 37.45 -12.71
1 multin_zz1000_71001_barra_residualvolatility_botG 31.38 7.13 -86.97 -100.27 -86.97 20.53 88.27 -4.89 -55.04
2 multin_zz1000_71001_barra_leverage_botG 20.81 -3.44 -97.54 -110.85 -97.54 9.96 77.70 -15.46 -65.62
3 multin_zz1000_71001_barra_nonlinearsize_botG 18.66 -5.59 -99.69 -112.99 -99.69 7.82 75.56 -17.60 -67.76
4 multin_zz1000_71001_barra_size_botG 18.66 -5.59 -99.69 -112.99 -99.69 7.82 75.56 -17.60 -67.76
5 multin_zz1000_71001_barra_growth_botG 5.04 -19.21 -113.31 -126.62 -113.31 -5.81 61.93 -31.23 -81.39
6 multin_zz1000_71001_barra_earningsyield_botG -81.37 -105.62 -199.72 -213.02 -199.72 -92.22 -24.47 -117.63 -167.79
7 multin_zz1000_71001_barra_beta_topG -101.93 -126.18 -220.28 -233.59 -220.28 -112.78 -45.04 -138.20 -188.36
8 multin_zz1000_71001_barra_btop_botG -103.04 -127.29 -221.39 -234.70 -221.40 -113.89 -46.15 -139.31 -189.47
9 multin_zz1000_71001_barra_liquidity_topG -111.71 -135.96 -230.06 -243.36 -230.06 -122.56 -54.81 -147.97 -198.13