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_20260305_175825
0 multin_zz1000_71001_barra_residualvolatility_botG 59.66 80.33 156.12 56.13 156.11 29.33 -21.99 -12.31 -3.06
1 multin_zz1000_71001_barra_earningsyield_botG 58.31 78.97 154.76 54.77 154.76 27.97 -23.35 -13.66 -4.41
2 multin_zz1000_71001_barra_growth_botG 51.49 72.15 147.94 47.95 147.94 21.15 -30.17 -20.49 -11.24
3 multin_zz1000_71001_barra_beta_topG 43.48 64.15 139.93 39.95 139.93 13.14 -38.17 -28.49 -19.24
4 multin_zz1000_71001_barra_btop_botG 29.86 50.52 126.31 26.32 126.31 -0.48 -51.80 -42.12 -32.87
5 multin_zz1000_71001_barra_nonlinearsize_botG 21.67 42.34 118.13 18.14 118.12 -8.66 -59.98 -50.30 -41.05
6 multin_zz1000_71001_barra_size_botG 21.67 42.34 118.13 18.14 118.12 -8.66 -59.98 -50.30 -41.05
7 multin_zz1000_71001_barra_leverage_botG 20.00 40.66 116.45 16.46 116.45 -10.34 -61.66 -51.98 -42.73
8 multin_zz1000_71001_barra_liquidity_topG 13.88 34.54 110.33 10.34 110.33 -16.46 -67.78 -58.10 -48.85
9 multin_zz1000_71001_barra_momentum_botG -26.76 -6.10 69.69 -30.30 69.69 -57.10 -108.42 -98.74 -89.48