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_20260304_151737
0 multin_zz1000_71001_barra_liquidity_topG 118.77 97.77 63.67 176.34 63.67 104.50 257.62 337.36 344.72
1 multin_zz1000_71001_barra_btop_botG 53.44 32.44 -1.66 111.01 -1.66 39.17 192.29 272.03 279.39
2 multin_zz1000_71001_barra_beta_topG 39.47 18.47 -15.63 97.05 -15.63 25.20 178.32 258.06 265.42
3 multin_zz1000_71001_barra_growth_botG 1.21 -19.79 -53.89 58.79 -53.89 -13.06 140.07 219.81 227.16
4 multin_zz1000_71001_barra_earningsyield_botG -0.56 -21.56 -55.66 57.01 -55.66 -14.83 138.29 218.03 225.39
5 multin_zz1000_71001_barra_leverage_botG -4.47 -25.47 -59.57 53.11 -59.57 -18.74 134.38 214.12 221.48
6 multin_zz1000_71001_barra_nonlinearsize_botG -29.99 -50.99 -85.09 27.59 -85.09 -44.26 108.86 188.60 195.96
7 multin_zz1000_71001_barra_size_botG -29.99 -50.99 -85.09 27.59 -85.09 -44.26 108.86 188.60 195.96
8 multin_zz1000_71001_barra_momentum_botG -47.45 -68.45 -102.55 10.13 -102.55 -61.72 91.40 171.14 178.50
9 multin_zz1000_71001_barra_residualvolatility_botG -64.83 -85.83 -119.93 -7.25 -119.93 -79.10 74.02 153.76 161.12