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_20260129_151537
0 multin_zz1000_71001_barra_momentum_botG 131.17 148.27 53.77 -24.24 53.77 119.03 227.11 223.97 227.90
1 multin_zz1000_71001_barra_nonlinearsize_botG 32.82 49.92 -44.59 -122.60 -44.59 20.68 128.76 125.62 129.54
2 multin_zz1000_71001_barra_size_botG 32.82 49.92 -44.58 -122.60 -44.59 20.68 128.76 125.62 129.55
3 multin_zz1000_71001_barra_growth_botG 28.91 46.01 -48.49 -126.51 -48.49 16.77 124.85 121.71 125.64
4 multin_zz1000_71001_barra_leverage_botG 16.92 34.02 -60.49 -138.50 -60.49 4.78 112.85 109.71 113.64
5 multin_zz1000_71001_barra_residualvolatility_botG -3.63 13.46 -81.04 -159.05 -81.04 -15.77 92.30 89.16 93.09
6 multin_zz1000_71001_barra_liquidity_topG -14.58 2.52 -91.98 -170.00 -91.98 -26.72 81.36 78.22 82.15
7 multin_zz1000_71001_barra_earningsyield_botG -22.32 -5.23 -99.73 -177.74 -99.73 -34.46 73.61 70.47 74.40
8 multin_zz1000_71001_barra_btop_botG -67.49 -50.39 -144.89 -222.90 -144.89 -79.63 28.45 25.31 29.24
9 multin_zz1000_71001_barra_beta_topG -84.04 -66.95 -161.45 -239.46 -161.45 -96.18 11.89 8.75 12.68