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_20260319_151938
0 multin_zz1000_71001_barra_momentum_botG 47.03 86.43 -184.24 -26.54 -184.24 98.03 535.98 587.68 539.93
1 multin_zz1000_71001_barra_residualvolatility_botG 8.06 47.46 -223.21 -65.50 -223.21 59.07 497.02 548.72 500.97
2 multin_zz1000_71001_barra_growth_botG 2.38 41.79 -228.89 -71.18 -228.89 53.39 491.34 543.04 495.29
3 multin_zz1000_71001_barra_leverage_botG -8.20 31.20 -239.47 -81.77 -239.47 42.80 480.75 532.45 484.70
4 multin_zz1000_71001_barra_earningsyield_botG -18.98 20.42 -250.25 -92.55 -250.25 32.02 469.97 521.67 473.92
5 multin_zz1000_71001_barra_liquidity_topG -20.55 18.85 -251.82 -94.12 -251.82 30.45 468.40 520.10 472.35
6 multin_zz1000_71001_barra_btop_botG -23.86 15.54 -255.13 -97.43 -255.13 27.14 465.09 516.79 469.04
7 multin_zz1000_71001_barra_beta_topG -78.56 -39.16 -309.83 -152.13 -309.83 -27.56 410.40 462.09 414.35
8 multin_zz1000_71001_barra_nonlinearsize_botG -86.12 -46.72 -317.39 -159.69 -317.39 -35.12 402.83 454.53 406.78
9 multin_zz1000_71001_barra_size_botG -86.12 -46.72 -317.39 -159.69 -317.39 -35.12 402.83 454.53 406.78