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_20260205_151530
0 multin_zz1000_71001_barra_leverage_botG 144.57 158.94 -19.24 40.25 -19.24 18.95 238.63 254.58 280.87
1 multin_zz1000_71001_barra_momentum_botG 128.84 143.21 -34.96 24.53 -34.96 3.23 222.91 238.86 265.15
2 multin_zz1000_71001_barra_nonlinearsize_botG 110.51 124.88 -53.29 6.20 -53.29 -15.10 204.58 220.53 246.82
3 multin_zz1000_71001_barra_size_botG 110.51 124.88 -53.29 6.20 -53.29 -15.10 204.58 220.53 246.82
4 multin_zz1000_71001_barra_growth_botG 104.74 119.11 -59.06 0.43 -59.06 -20.87 198.81 214.76 241.05
5 multin_zz1000_71001_barra_residualvolatility_botG 90.75 105.12 -73.05 -13.56 -73.05 -34.87 184.82 200.77 227.05
6 multin_zz1000_71001_barra_earningsyield_botG 57.36 71.73 -106.44 -46.95 -106.44 -68.26 151.43 167.38 193.67
7 multin_zz1000_71001_barra_btop_botG 52.35 66.72 -111.45 -51.96 -111.45 -73.27 146.42 162.37 188.66
8 multin_zz1000_71001_barra_liquidity_topG 15.56 29.93 -148.25 -88.76 -148.25 -110.06 109.62 125.57 151.86
9 multin_zz1000_71001_barra_beta_topG -63.60 -49.23 -227.40 -167.91 -227.40 -189.22 30.47 46.42 72.70