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_20260318_151753
0 multin_zz1000_71001_barra_beta_topG 138.56 138.32 238.66 192.03 238.66 92.90 247.19 353.01 431.90
1 multin_zz1000_71001_barra_btop_botG 102.41 102.16 202.50 155.87 202.50 56.75 211.03 316.86 395.75
2 multin_zz1000_71001_barra_liquidity_topG 100.35 100.11 200.44 153.81 200.44 54.69 208.97 314.80 393.69
3 multin_zz1000_71001_barra_earningsyield_botG 44.25 44.01 144.34 97.72 144.34 -1.41 152.87 258.70 337.59
4 multin_zz1000_71001_barra_leverage_botG 14.19 13.94 114.28 67.65 114.28 -31.47 122.81 228.64 307.53
5 multin_zz1000_71001_barra_growth_botG 0.40 0.15 100.49 53.86 100.49 -45.27 109.02 214.85 293.73
6 multin_zz1000_71001_barra_nonlinearsize_botG -11.34 -11.59 88.75 42.12 88.75 -57.01 97.28 203.11 281.99
7 multin_zz1000_71001_barra_size_botG -11.34 -11.59 88.75 42.12 88.75 -57.01 97.28 203.11 281.99
8 multin_zz1000_71001_barra_residualvolatility_botG -38.56 -38.80 61.54 14.91 61.54 -84.22 70.06 175.89 254.78
9 multin_zz1000_71001_barra_momentum_botG -80.75 -80.99 19.35 -27.28 19.34 -126.41 27.87 133.70 212.59