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_20260312_151532
0 multin_zz1000_71001_barra_momentum_botG -4.01 16.27 -33.50 -0.26 -33.50 85.24 214.04 225.17 271.33
1 multin_zz1000_71001_barra_residualvolatility_botG -6.30 13.99 -35.78 -2.54 -35.78 82.95 211.76 222.89 269.05
2 multin_zz1000_71001_barra_leverage_botG -40.55 -20.27 -70.04 -36.80 -70.04 48.70 177.50 188.63 234.79
3 multin_zz1000_71001_barra_growth_botG -42.02 -21.73 -71.50 -38.26 -71.50 47.23 176.04 187.17 233.33
4 multin_zz1000_71001_barra_earningsyield_botG -70.13 -49.84 -99.61 -66.37 -99.61 19.12 147.93 159.06 205.22
5 multin_zz1000_71001_barra_nonlinearsize_botG -109.48 -89.19 -138.96 -105.73 -138.96 -20.23 108.58 119.70 165.86
6 multin_zz1000_71001_barra_size_botG -109.48 -89.19 -138.96 -105.73 -138.96 -20.23 108.58 119.70 165.86
7 multin_zz1000_71001_barra_beta_topG -118.21 -97.92 -147.69 -114.46 -147.69 -28.96 99.85 110.97 157.14
8 multin_zz1000_71001_barra_liquidity_topG -119.77 -99.48 -149.25 -116.01 -149.25 -30.52 98.29 109.42 155.58
9 multin_zz1000_71001_barra_btop_botG -132.46 -112.18 -161.95 -128.71 -161.95 -43.21 85.59 96.72 142.88