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_20260306_152235
0 multin_zz1000_71001_barra_nonlinearsize_botG 136.22 172.21 234.06 202.99 234.06 -2.08 -9.94 63.49 106.65
1 multin_zz1000_71001_barra_size_botG 136.22 172.21 234.06 202.99 234.06 -2.08 -9.94 63.49 106.65
2 multin_zz1000_71001_barra_growth_botG 78.90 114.89 176.74 145.67 176.74 -59.40 -67.26 6.17 49.33
3 multin_zz1000_71001_barra_leverage_botG 73.50 109.49 171.34 140.26 171.34 -64.80 -72.66 0.77 43.93
4 multin_zz1000_71001_barra_momentum_botG 71.95 107.94 169.79 138.71 169.79 -66.35 -74.21 -0.78 42.38
5 multin_zz1000_71001_barra_earningsyield_botG 65.09 101.08 162.92 131.85 162.92 -73.22 -81.07 -7.64 35.52
6 multin_zz1000_71001_barra_residualvolatility_botG 64.32 100.32 162.16 131.09 162.16 -73.98 -81.84 -8.41 34.75
7 multin_zz1000_71001_barra_liquidity_topG -0.33 35.66 97.51 66.44 97.51 -138.63 -146.49 -73.06 -29.90
8 multin_zz1000_71001_barra_btop_botG -6.92 29.07 90.92 59.85 90.92 -145.22 -153.08 -79.65 -36.49
9 multin_zz1000_71001_barra_beta_topG -45.73 -9.74 52.10 21.03 52.10 -184.04 -191.89 -118.46 -75.30