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_20260213_151540
0 multin_zz1000_71001_barra_nonlinearsize_botG 122.08 140.58 -3.78 115.67 -3.78 5.47 39.03 44.27 18.11
1 multin_zz1000_71001_barra_size_botG 122.08 140.58 -3.78 115.67 -3.78 5.47 39.03 44.27 18.11
2 multin_zz1000_71001_barra_earningsyield_botG 94.18 112.69 -31.67 87.78 -31.67 -22.43 11.14 16.38 -9.78
3 multin_zz1000_71001_barra_growth_botG 93.19 111.70 -32.66 86.78 -32.66 -23.42 10.15 15.38 -10.78
4 multin_zz1000_71001_barra_btop_botG 86.82 105.33 -39.03 80.42 -39.03 -29.79 3.78 9.02 -17.14
5 multin_zz1000_71001_barra_leverage_botG 83.92 102.43 -41.93 77.51 -41.93 -32.69 0.88 6.11 -20.05
6 multin_zz1000_71001_barra_residualvolatility_botG 71.94 90.45 -53.91 65.53 -53.91 -44.67 -11.10 -5.86 -32.02
7 multin_zz1000_71001_barra_momentum_botG 49.53 68.04 -76.32 43.13 -76.32 -67.08 -33.51 -28.27 -54.43
8 multin_zz1000_71001_barra_liquidity_topG 33.37 51.87 -92.48 26.96 -92.49 -83.24 -49.68 -44.44 -70.60
9 multin_zz1000_71001_barra_beta_topG 21.27 39.78 -104.58 14.86 -104.58 -95.34 -61.77 -56.53 -82.69