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_20260309_151534
0 multin_zz1000_71001_barra_liquidity_topG 24.44 66.02 -32.94 63.78 -32.94 54.50 203.24 301.96 279.26
1 multin_zz1000_71001_barra_earningsyield_botG 8.33 49.91 -49.05 47.67 -49.05 38.39 187.13 285.85 263.15
2 multin_zz1000_71001_barra_momentum_botG 4.80 46.38 -52.58 44.14 -52.57 34.86 183.60 282.32 259.62
3 multin_zz1000_71001_barra_growth_botG -3.32 38.25 -60.70 36.02 -60.70 26.73 175.48 274.19 251.50
4 multin_zz1000_71001_barra_residualvolatility_botG -23.63 17.94 -81.01 15.71 -81.01 6.43 155.17 253.88 231.19
5 multin_zz1000_71001_barra_nonlinearsize_botG -36.71 4.87 -94.09 2.63 -94.09 -6.65 142.09 240.80 218.11
6 multin_zz1000_71001_barra_size_botG -36.71 4.87 -94.09 2.63 -94.09 -6.65 142.09 240.80 218.11
7 multin_zz1000_71001_barra_leverage_botG -42.66 -1.09 -100.04 -3.32 -100.04 -12.61 136.14 234.85 212.16
8 multin_zz1000_71001_barra_beta_topG -45.07 -3.49 -102.45 -5.73 -102.45 -15.01 133.73 232.44 209.75
9 multin_zz1000_71001_barra_btop_botG -49.10 -7.52 -106.48 -9.76 -106.48 -19.04 129.70 228.42 205.72