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_20260324_204132
0 multin_zz1000_71001_barra_nonlinearsize_botG 180.36 231.41 438.75 312.44 438.75 -6.12 -191.43 -166.29 -83.43
1 multin_zz1000_71001_barra_size_botG 180.36 231.41 438.75 312.44 438.75 -6.12 -191.43 -166.29 -83.43
2 multin_zz1000_71001_barra_growth_botG 120.19 171.23 378.58 252.27 378.58 -66.30 -251.60 -226.47 -143.61
3 multin_zz1000_71001_barra_earningsyield_botG 93.88 144.93 352.27 225.96 352.27 -92.60 -277.91 -252.77 -169.91
4 multin_zz1000_71001_barra_leverage_botG 75.22 126.27 333.61 207.30 333.61 -111.26 -296.57 -271.43 -188.57
5 multin_zz1000_71001_barra_liquidity_topG 56.79 107.84 315.18 188.87 315.18 -129.69 -315.00 -289.86 -207.00
6 multin_zz1000_71001_barra_btop_botG 56.18 107.23 314.57 188.26 314.57 -130.31 -315.61 -290.48 -207.62
7 multin_zz1000_71001_barra_beta_topG 50.14 101.19 308.53 182.23 308.53 -136.34 -321.65 -296.51 -213.65
8 multin_zz1000_71001_barra_residualvolatility_botG 29.44 80.49 287.83 161.52 287.83 -157.05 -342.35 -317.21 -234.35
9 multin_zz1000_71001_barra_momentum_botG 18.79 69.84 277.18 150.87 277.18 -167.70 -353.00 -327.87 -245.01