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_20260202_151524
0 multin_zz1000_71001_barra_nonlinearsize_botG 175.30 235.28 -160.73 47.63 -160.73 14.75 230.00 289.53 354.36
1 multin_zz1000_71001_barra_size_botG 175.30 235.28 -160.73 47.63 -160.73 14.75 230.00 289.53 354.36
2 multin_zz1000_71001_barra_momentum_botG 141.72 201.71 -194.31 14.05 -194.30 -18.83 196.42 255.96 320.79
3 multin_zz1000_71001_barra_liquidity_topG 127.57 187.55 -208.46 -0.10 -208.46 -32.98 182.27 241.80 306.63
4 multin_zz1000_71001_barra_residualvolatility_botG 110.07 170.06 -225.95 -17.60 -225.95 -50.48 164.77 224.31 289.14
5 multin_zz1000_71001_barra_leverage_botG 104.08 164.06 -231.95 -23.60 -231.95 -56.47 158.78 218.31 283.14
6 multin_zz1000_71001_barra_growth_botG 93.63 153.62 -242.39 -34.04 -242.39 -66.92 148.34 207.87 272.70
7 multin_zz1000_71001_barra_earningsyield_botG 56.27 116.26 -279.76 -71.40 -279.76 -104.28 110.97 170.50 235.34
8 multin_zz1000_71001_barra_btop_botG 33.91 93.90 -302.12 -93.76 -302.11 -126.64 88.61 148.15 212.98
9 multin_zz1000_71001_barra_beta_topG 21.72 81.71 -314.30 -105.95 -314.30 -138.82 76.43 135.96 200.79