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_20260317_151949
0 multin_zz1000_71001_barra_momentum_botG 132.70 108.55 -93.87 -25.11 -93.87 114.76 233.98 201.67 128.71
1 multin_zz1000_71001_barra_residualvolatility_botG 91.75 67.60 -134.81 -66.06 -134.81 73.81 193.03 160.73 87.76
2 multin_zz1000_71001_barra_leverage_botG 81.50 57.36 -145.06 -76.30 -145.06 63.56 182.78 150.48 77.51
3 multin_zz1000_71001_barra_growth_botG 58.19 34.05 -168.37 -99.61 -168.37 40.26 159.48 127.17 54.21
4 multin_zz1000_71001_barra_earningsyield_botG 20.60 -3.54 -205.96 -137.20 -205.96 2.66 121.88 89.58 16.61
5 multin_zz1000_71001_barra_nonlinearsize_botG 16.32 -7.83 -210.25 -141.49 -210.24 -1.62 117.60 85.29 12.33
6 multin_zz1000_71001_barra_size_botG 16.32 -7.83 -210.25 -141.49 -210.24 -1.62 117.60 85.29 12.33
7 multin_zz1000_71001_barra_btop_botG -26.43 -50.57 -252.99 -184.23 -252.99 -44.37 74.85 42.55 -30.42
8 multin_zz1000_71001_barra_liquidity_topG -50.19 -74.33 -276.75 -207.99 -276.75 -68.13 51.09 18.79 -54.18
9 multin_zz1000_71001_barra_beta_topG -124.38 -148.52 -350.94 -282.18 -350.94 -142.32 -23.10 -55.40 -128.37