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_20260310_191245
0 multin_zz1000_71001_barra_beta_topG 117.37 138.62 297.52 165.68 297.52 73.65 18.86 87.67 106.76
1 multin_zz1000_71001_barra_btop_botG 96.33 117.58 276.48 144.64 276.49 52.62 -2.18 66.63 85.72
2 multin_zz1000_71001_barra_liquidity_topG 42.19 63.44 222.35 90.51 222.35 -1.52 -56.32 12.50 31.59
3 multin_zz1000_71001_barra_leverage_botG 31.00 52.25 211.15 79.31 211.15 -12.71 -67.51 1.30 20.39
4 multin_zz1000_71001_barra_earningsyield_botG 26.19 47.44 206.34 74.50 206.35 -17.52 -72.32 -3.51 15.58
5 multin_zz1000_71001_barra_nonlinearsize_botG 3.42 24.67 183.58 51.74 183.58 -40.29 -95.09 -26.28 -7.18
6 multin_zz1000_71001_barra_size_botG 3.42 24.67 183.58 51.74 183.58 -40.29 -95.09 -26.28 -7.18
7 multin_zz1000_71001_barra_growth_botG -11.94 9.31 168.21 36.37 168.22 -55.65 -110.45 -41.64 -22.55
8 multin_zz1000_71001_barra_residualvolatility_botG -26.34 -5.10 153.81 21.97 153.81 -70.06 -124.85 -56.04 -36.95
9 multin_zz1000_71001_barra_momentum_botG -72.64 -51.39 107.51 -24.33 107.51 -116.35 -171.15 -102.34 -83.25