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_20260226_151546
0 multin_zz1000_71001_barra_beta_topG 52.58 92.30 131.30 145.94 131.31 117.41 140.10 194.37 160.33
1 multin_zz1000_71001_barra_btop_botG 7.03 46.75 85.75 100.39 85.75 71.86 94.55 148.82 114.78
2 multin_zz1000_71001_barra_liquidity_topG -7.84 31.88 70.88 85.52 70.89 56.99 79.68 133.95 99.91
3 multin_zz1000_71001_barra_residualvolatility_botG -20.31 19.41 58.41 73.05 58.41 44.52 67.20 121.48 87.44
4 multin_zz1000_71001_barra_leverage_botG -62.32 -22.60 16.40 31.04 16.41 2.51 25.20 79.47 45.43
5 multin_zz1000_71001_barra_growth_botG -64.68 -24.96 14.04 28.68 14.05 0.15 22.84 77.11 43.07
6 multin_zz1000_71001_barra_earningsyield_botG -72.74 -33.02 5.98 20.61 5.98 -7.91 14.77 69.04 35.00
7 multin_zz1000_71001_barra_nonlinearsize_botG -104.36 -64.64 -25.64 -11.01 -25.64 -39.53 -16.85 37.42 3.38
8 multin_zz1000_71001_barra_size_botG -104.36 -64.64 -25.64 -11.01 -25.64 -39.53 -16.85 37.42 3.38
9 multin_zz1000_71001_barra_momentum_botG -127.70 -87.98 -48.98 -34.34 -48.98 -62.87 -40.18 14.09 -19.95