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_20260127_151522
0 multin_zz1000_71001_barra_beta_topG 87.19 59.66 108.78 112.32 108.78 134.83 267.34 271.41 373.06
1 multin_zz1000_71001_barra_btop_botG 82.42 54.90 104.01 107.56 104.01 130.07 262.58 266.64 368.29
2 multin_zz1000_71001_barra_earningsyield_botG 34.25 6.73 55.84 59.39 55.84 81.90 214.41 218.47 320.12
3 multin_zz1000_71001_barra_liquidity_topG 10.40 -17.13 31.99 35.53 31.99 58.04 190.55 194.62 296.27
4 multin_zz1000_71001_barra_leverage_botG 4.93 -22.59 26.52 30.06 26.52 52.57 185.09 189.15 290.80
5 multin_zz1000_71001_barra_residualvolatility_botG -37.68 -65.20 -16.09 -12.54 -16.08 9.97 142.48 146.54 248.19
6 multin_zz1000_71001_barra_growth_botG -40.43 -67.95 -18.84 -15.30 -18.84 7.21 139.72 143.79 245.44
7 multin_zz1000_71001_barra_momentum_botG -72.63 -100.15 -51.04 -47.49 -51.03 -24.98 107.53 111.59 213.24
8 multin_zz1000_71001_barra_nonlinearsize_botG -81.29 -108.81 -59.70 -56.15 -59.70 -33.64 98.87 102.93 204.58
9 multin_zz1000_71001_barra_size_botG -81.29 -108.81 -59.70 -56.15 -59.70 -33.64 98.87 102.93 204.58