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_20260224_151514
0 multin_zz1000_71001_barra_nonlinearsize_botG 60.41 63.75 180.17 72.81 180.17 10.12 -128.09 -122.75 -85.64
1 multin_zz1000_71001_barra_size_botG 60.41 63.75 180.17 72.81 180.17 10.12 -128.09 -122.75 -85.64
2 multin_zz1000_71001_barra_liquidity_topG 25.14 28.49 144.90 37.54 144.91 -25.15 -163.36 -158.02 -120.90
3 multin_zz1000_71001_barra_growth_botG 10.49 13.84 130.26 22.89 130.26 -39.80 -178.01 -172.67 -135.55
4 multin_zz1000_71001_barra_momentum_botG 6.96 10.31 126.73 19.36 126.73 -43.33 -181.54 -176.20 -139.08
5 multin_zz1000_71001_barra_residualvolatility_botG 6.88 10.23 126.64 19.28 126.64 -43.41 -181.62 -176.28 -139.17
6 multin_zz1000_71001_barra_beta_topG -19.70 -16.36 100.06 -7.30 100.06 -70.00 -208.20 -202.86 -165.75
7 multin_zz1000_71001_barra_leverage_botG -64.53 -61.19 55.23 -52.13 55.23 -114.83 -253.03 -247.69 -210.58
8 multin_zz1000_71001_barra_earningsyield_botG -85.43 -82.08 34.34 -73.03 34.34 -135.72 -273.93 -268.59 -231.47
9 multin_zz1000_71001_barra_btop_botG -89.92 -86.57 29.84 -77.52 29.85 -140.21 -278.42 -273.08 -235.96