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_20260225_151620
0 multin_zz1000_71001_barra_beta_topG 22.57 18.24 179.48 119.27 179.48 113.89 98.20 117.66 113.66
1 multin_zz1000_71001_barra_liquidity_topG -24.53 -28.86 132.39 72.17 132.38 66.79 51.10 70.56 66.56
2 multin_zz1000_71001_barra_btop_botG -49.58 -53.91 107.34 47.13 107.34 41.74 26.05 45.51 41.51
3 multin_zz1000_71001_barra_earningsyield_botG -50.07 -54.40 106.84 46.63 106.84 41.25 25.56 45.02 41.02
4 multin_zz1000_71001_barra_growth_botG -50.96 -55.29 105.96 45.75 105.96 40.36 24.67 44.13 40.13
5 multin_zz1000_71001_barra_residualvolatility_botG -63.90 -68.23 93.02 32.81 93.02 27.42 11.73 31.19 27.19
6 multin_zz1000_71001_barra_momentum_botG -78.22 -82.55 78.70 18.49 78.70 13.10 -2.59 16.87 12.87
7 multin_zz1000_71001_barra_leverage_botG -87.95 -92.27 68.97 8.76 68.97 3.38 -12.32 7.14 3.14
8 multin_zz1000_71001_barra_nonlinearsize_botG -105.53 -109.85 51.39 -8.82 51.39 -14.20 -29.89 -10.43 -14.43
9 multin_zz1000_71001_barra_size_botG -105.53 -109.85 51.39 -8.82 51.39 -14.20 -29.89 -10.43 -14.43