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_20260325_151824
0 multin_zz1000_71001_barra_beta_topG 46.08 21.35 39.93 104.88 248.75 56.07 -26.42 47.38 24.68
1 multin_zz1000_71001_barra_liquidity_topG 12.50 -12.24 6.34 71.29 215.16 22.49 -60.01 13.79 -8.90
2 multin_zz1000_71001_barra_btop_botG 9.71 -15.02 3.55 68.50 212.37 19.70 -62.80 11.01 -11.69
3 multin_zz1000_71001_barra_nonlinearsize_botG -5.95 -30.68 -12.10 52.85 196.72 4.05 -78.45 -4.65 -27.34
4 multin_zz1000_71001_barra_size_botG -5.95 -30.68 -12.10 52.85 196.72 4.05 -78.45 -4.65 -27.34
5 multin_zz1000_71001_barra_growth_botG -8.19 -32.92 -14.34 50.61 194.48 1.81 -80.69 -6.89 -29.58
6 multin_zz1000_71001_barra_earningsyield_botG -19.46 -44.19 -25.62 39.33 183.20 -9.47 -91.97 -18.16 -40.86
7 multin_zz1000_71001_barra_residualvolatility_botG -30.00 -54.73 -36.16 28.80 172.66 -20.01 -102.51 -28.70 -51.40
8 multin_zz1000_71001_barra_leverage_botG -42.64 -67.37 -48.79 16.16 160.02 -32.65 -115.14 -41.34 -64.04
9 multin_zz1000_71001_barra_momentum_botG -53.66 -78.39 -59.81 5.14 149.01 -43.66 -126.16 -52.36 -75.06