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_20260212_151530
0 multin_zz1000_71001_barra_beta_topG 99.34 77.38 192.89 181.51 192.89 254.21 222.58 223.68 196.92
1 multin_zz1000_71001_barra_btop_botG -15.91 -37.87 77.64 66.27 77.64 138.96 107.33 108.43 81.68
2 multin_zz1000_71001_barra_liquidity_topG -45.86 -67.82 47.69 36.32 47.69 109.01 77.38 78.49 51.73
3 multin_zz1000_71001_barra_earningsyield_botG -51.72 -73.67 41.84 30.46 41.83 103.16 71.52 72.63 45.87
4 multin_zz1000_71001_barra_residualvolatility_botG -95.87 -117.83 -2.32 -13.70 -2.32 59.00 27.37 28.47 1.71
5 multin_zz1000_71001_barra_leverage_botG -107.44 -129.40 -13.89 -25.27 -13.89 47.43 15.80 16.90 -9.86
6 multin_zz1000_71001_barra_growth_botG -121.90 -143.86 -28.35 -39.73 -28.35 32.97 1.34 2.44 -24.32
7 multin_zz1000_71001_barra_nonlinearsize_botG -163.15 -185.11 -69.60 -80.97 -69.60 -8.28 -39.91 -38.81 -65.56
8 multin_zz1000_71001_barra_size_botG -163.15 -185.11 -69.60 -80.97 -69.60 -8.28 -39.91 -38.81 -65.56
9 multin_zz1000_71001_barra_momentum_botG -180.49 -202.45 -86.94 -98.31 -86.94 -25.62 -57.25 -56.15 -82.90