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_20260209_151523
0 multin_zz1000_71001_barra_beta_topG 79.25 102.65 306.99 142.53 306.99 130.98 95.91 133.54 131.72
1 multin_zz1000_71001_barra_liquidity_topG 39.04 62.44 266.78 102.32 266.78 90.77 55.70 93.33 91.51
2 multin_zz1000_71001_barra_earningsyield_botG 26.30 49.70 254.04 89.58 254.04 78.03 42.97 80.59 78.77
3 multin_zz1000_71001_barra_btop_botG 10.71 34.11 238.44 73.98 238.44 62.43 27.37 65.00 63.17
4 multin_zz1000_71001_barra_growth_botG -40.92 -17.52 186.81 22.35 186.81 10.80 -24.26 13.37 11.54
5 multin_zz1000_71001_barra_leverage_botG -53.42 -30.02 174.32 9.86 174.32 -1.69 -36.75 0.87 -0.95
6 multin_zz1000_71001_barra_residualvolatility_botG -69.62 -46.22 158.11 -6.34 158.12 -17.89 -52.96 -15.33 -17.15
7 multin_zz1000_71001_barra_momentum_botG -79.36 -55.96 148.38 -16.08 148.38 -27.63 -62.69 -25.07 -26.89
8 multin_zz1000_71001_barra_nonlinearsize_botG -81.93 -58.53 145.81 -18.65 145.81 -30.20 -65.26 -27.64 -29.46
9 multin_zz1000_71001_barra_size_botG -81.93 -58.53 145.81 -18.65 145.81 -30.20 -65.26 -27.64 -29.46