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_20260206_151604
0 multin_zz1000_71001_barra_nonlinearsize_botG 74.97 50.36 61.75 114.75 61.75 -2.47 -35.41 -34.85 -39.97
1 multin_zz1000_71001_barra_size_botG 74.97 50.36 61.75 114.75 61.75 -2.47 -35.41 -34.85 -39.97
2 multin_zz1000_71001_barra_growth_botG 37.71 13.10 24.49 77.49 24.49 -39.73 -72.67 -72.11 -77.23
3 multin_zz1000_71001_barra_momentum_botG 32.44 7.83 19.22 72.23 19.22 -44.99 -77.94 -77.38 -82.50
4 multin_zz1000_71001_barra_liquidity_topG 30.01 5.40 16.79 69.80 16.79 -47.42 -80.37 -79.80 -84.93
5 multin_zz1000_71001_barra_residualvolatility_botG 26.97 2.37 13.76 66.76 13.76 -50.46 -83.40 -82.84 -87.96
6 multin_zz1000_71001_barra_earningsyield_botG 15.98 -8.63 2.76 55.77 2.76 -61.45 -94.40 -93.84 -98.96
7 multin_zz1000_71001_barra_leverage_botG 11.04 -13.56 -2.17 50.83 -2.17 -66.39 -99.33 -98.77 -103.89
8 multin_zz1000_71001_barra_beta_topG 4.61 -20.00 -8.61 44.39 -8.61 -72.83 -105.77 -105.21 -110.33
9 multin_zz1000_71001_barra_btop_botG -2.10 -26.71 -15.32 37.69 -15.32 -79.53 -112.48 -111.92 -117.04