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_20260320_151612
0 multin_zz1000_71001_barra_momentum_botG -44.42 -54.09 -203.64 -162.06 -203.64 102.21 154.59 75.39 77.52
1 multin_zz1000_71001_barra_beta_topG -50.42 -60.09 -209.64 -168.06 -209.64 96.20 148.58 69.39 71.51
2 multin_zz1000_71001_barra_residualvolatility_botG -52.69 -62.36 -211.90 -170.32 -211.90 93.94 146.32 67.13 69.25
3 multin_zz1000_71001_barra_btop_botG -77.36 -87.03 -236.58 -195.00 -236.58 69.27 121.65 42.45 44.58
4 multin_zz1000_71001_barra_leverage_botG -81.13 -90.80 -240.35 -198.77 -240.35 65.50 117.88 38.68 40.81
5 multin_zz1000_71001_barra_growth_botG -96.29 -105.96 -255.51 -213.93 -255.50 50.34 102.72 23.52 25.65
6 multin_zz1000_71001_barra_earningsyield_botG -99.05 -108.72 -258.27 -216.69 -258.27 47.58 99.96 20.76 22.89
7 multin_zz1000_71001_barra_nonlinearsize_botG -128.34 -138.01 -287.56 -245.98 -287.56 18.29 70.67 -8.53 -6.40
8 multin_zz1000_71001_barra_size_botG -128.34 -138.01 -287.56 -245.98 -287.56 18.29 70.67 -8.53 -6.40
9 multin_zz1000_71001_barra_liquidity_topG -139.77 -149.44 -298.98 -257.40 -298.98 6.86 59.24 -19.95 -17.83