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_20260130_151534
0 multin_zz1000_71001_barra_nonlinearsize_botG 138.15 216.51 47.86 143.50 47.86 -7.60 86.23 189.22 201.36
1 multin_zz1000_71001_barra_size_botG 138.15 216.51 47.86 143.50 47.86 -7.60 86.23 189.22 201.36
2 multin_zz1000_71001_barra_leverage_botG 79.49 157.86 -10.80 84.84 -10.80 -66.26 27.58 130.57 142.70
3 multin_zz1000_71001_barra_btop_botG 74.26 152.62 -16.03 79.61 -16.03 -71.49 22.34 125.33 137.47
4 multin_zz1000_71001_barra_residualvolatility_botG 70.61 148.98 -19.68 75.96 -19.68 -75.14 18.70 121.68 133.82
5 multin_zz1000_71001_barra_growth_botG 61.73 140.10 -28.56 67.08 -28.56 -84.02 9.82 112.80 124.94
6 multin_zz1000_71001_barra_beta_topG 41.97 120.34 -48.32 47.32 -48.32 -103.78 -9.94 93.04 105.18
7 multin_zz1000_71001_barra_earningsyield_botG 36.44 114.80 -53.85 41.79 -53.85 -109.31 -15.48 87.51 99.65
8 multin_zz1000_71001_barra_liquidity_topG 23.10 101.47 -67.19 28.45 -67.19 -122.65 -28.81 74.17 86.31
9 multin_zz1000_71001_barra_momentum_botG 17.14 95.51 -73.15 22.49 -73.15 -128.61 -34.77 68.21 80.35