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_20260203_151529
0 multin_zz1000_71001_barra_beta_topG 93.82 77.86 388.00 266.23 388.00 192.81 21.80 49.83 80.00
1 multin_zz1000_71001_barra_liquidity_topG 75.39 59.43 369.57 247.80 369.57 174.37 3.36 31.39 61.57
2 multin_zz1000_71001_barra_btop_botG 11.71 -4.25 305.89 184.12 305.89 110.69 -60.31 -32.29 -2.11
3 multin_zz1000_71001_barra_earningsyield_botG 2.82 -13.14 297.00 175.23 297.00 101.81 -69.20 -41.17 -11.00
4 multin_zz1000_71001_barra_growth_botG -71.24 -87.20 222.94 101.17 222.94 27.75 -143.26 -115.23 -85.05
5 multin_zz1000_71001_barra_leverage_botG -103.66 -119.62 190.52 68.75 190.52 -4.67 -175.68 -147.65 -117.48
6 multin_zz1000_71001_barra_residualvolatility_botG -114.07 -130.03 180.11 58.34 180.11 -15.08 -186.09 -158.06 -127.89
7 multin_zz1000_71001_barra_nonlinearsize_botG -114.18 -130.14 180.00 58.23 180.00 -15.20 -186.20 -158.18 -128.00
8 multin_zz1000_71001_barra_size_botG -114.18 -130.14 180.00 58.23 180.00 -15.20 -186.20 -158.18 -128.00
9 multin_zz1000_71001_barra_momentum_botG -123.23 -139.19 170.95 49.18 170.94 -24.25 -195.26 -167.23 -137.05