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_20260316_151531
0 multin_zz1000_71001_barra_btop_botG 75.27 139.16 71.59 67.43 71.59 30.66 150.96 164.15 201.11
1 multin_zz1000_71001_barra_liquidity_topG 66.45 130.34 62.77 58.61 62.77 21.84 142.14 155.33 192.29
2 multin_zz1000_71001_barra_leverage_botG 50.12 114.01 46.44 42.28 46.44 5.52 125.81 139.00 175.96
3 multin_zz1000_71001_barra_beta_topG 36.09 99.98 32.41 28.25 32.41 -8.52 111.78 124.97 161.93
4 multin_zz1000_71001_barra_momentum_botG 31.02 94.90 27.34 23.18 27.34 -13.59 106.71 119.89 156.86
5 multin_zz1000_71001_barra_growth_botG 24.73 88.62 21.05 16.89 21.05 -19.87 100.42 113.61 150.57
6 multin_zz1000_71001_barra_earningsyield_botG 21.96 85.84 18.28 14.12 18.28 -22.65 97.65 110.83 147.80
7 multin_zz1000_71001_barra_nonlinearsize_botG -3.02 60.87 -6.69 -10.85 -6.69 -47.62 72.67 85.86 122.83
8 multin_zz1000_71001_barra_size_botG -3.02 60.87 -6.69 -10.85 -6.69 -47.62 72.67 85.86 122.83
9 multin_zz1000_71001_barra_residualvolatility_botG -7.80 56.09 -11.48 -15.64 -11.47 -52.40 67.89 81.08 118.04