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_20260210_151521
0 multin_zz1000_71001_barra_btop_botG -10.70 12.81 13.48 -1.97 13.48 11.81 192.02 213.70 208.60
1 multin_zz1000_71001_barra_residualvolatility_botG -11.03 12.48 13.15 -2.30 13.15 11.48 191.69 213.37 208.27
2 multin_zz1000_71001_barra_momentum_botG -12.87 10.65 11.31 -4.14 11.31 9.64 189.85 211.53 206.44
3 multin_zz1000_71001_barra_earningsyield_botG -14.80 8.71 9.38 -6.07 9.38 7.71 187.92 209.60 204.50
4 multin_zz1000_71001_barra_growth_botG -18.39 5.12 5.79 -9.66 5.79 4.12 184.33 206.01 200.92
5 multin_zz1000_71001_barra_leverage_botG -19.09 4.42 5.09 -10.36 5.09 3.42 183.63 205.31 200.21
6 multin_zz1000_71001_barra_size_botG -42.90 -19.39 -18.72 -34.18 -18.72 -20.39 159.82 181.49 176.40
7 multin_zz1000_71001_barra_nonlinearsize_botG -42.90 -19.39 -18.72 -34.18 -18.72 -20.39 159.82 181.49 176.40
8 multin_zz1000_71001_barra_beta_topG -72.50 -48.99 -48.33 -63.78 -48.33 -49.99 130.21 151.89 146.80
9 multin_zz1000_71001_barra_liquidity_topG -81.68 -58.17 -57.51 -72.96 -57.51 -59.17 121.03 142.71 137.62