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_20260128_154911
0 multin_zz1000_71001_barra_beta_topG -65.40 -105.42 -41.67 -66.75 -41.67 68.97 125.37 47.11 -15.53
1 multin_zz1000_71001_barra_btop_botG -71.67 -111.69 -47.94 -73.02 -47.94 62.70 119.10 40.84 -21.80
2 multin_zz1000_71001_barra_residualvolatility_botG -73.99 -114.01 -50.26 -75.34 -50.26 60.38 116.78 38.52 -24.12
3 multin_zz1000_71001_barra_growth_botG -81.53 -121.55 -57.80 -82.88 -57.80 52.84 109.24 30.98 -31.66
4 multin_zz1000_71001_barra_momentum_botG -81.98 -121.99 -58.25 -83.32 -58.24 52.39 108.80 30.53 -32.10
5 multin_zz1000_71001_barra_earningsyield_botG -91.61 -131.63 -67.88 -92.96 -67.88 42.75 99.16 20.90 -41.74
6 multin_zz1000_71001_barra_leverage_botG -103.32 -143.33 -79.59 -104.66 -79.59 31.05 87.46 9.19 -53.45
7 multin_zz1000_71001_barra_nonlinearsize_botG -117.21 -157.23 -93.48 -118.56 -93.48 17.16 73.56 -4.70 -67.34
8 multin_zz1000_71001_barra_size_botG -117.21 -157.23 -93.48 -118.56 -93.48 17.16 73.56 -4.70 -67.34
9 multin_zz1000_71001_barra_liquidity_topG -118.37 -158.39 -94.64 -119.72 -94.64 16.00 72.40 -5.86 -68.50