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_20260326_151621
0 multin_zz1000_71001_barra_residualvolatility_botG 31.94 46.06 -110.96 16.95 -110.96 56.56 209.90 187.66 181.02
1 multin_zz1000_71001_barra_momentum_botG 0.15 14.28 -142.74 -14.83 -142.74 24.77 178.12 155.88 149.23
2 multin_zz1000_71001_barra_size_botG -25.57 -11.44 -168.46 -40.55 -168.46 -0.95 152.40 130.16 123.51
3 multin_zz1000_71001_barra_nonlinearsize_botG -25.57 -11.44 -168.46 -40.55 -168.46 -0.95 152.40 130.16 123.51
4 multin_zz1000_71001_barra_growth_botG -26.78 -12.65 -169.67 -41.76 -169.67 -2.16 151.18 128.95 122.30
5 multin_zz1000_71001_barra_leverage_botG -26.94 -12.81 -169.83 -41.92 -169.83 -2.32 151.03 128.79 122.14
6 multin_zz1000_71001_barra_earningsyield_botG -46.17 -32.05 -189.07 -61.16 -189.07 -21.56 131.79 109.55 102.90
7 multin_zz1000_71001_barra_btop_botG -50.93 -36.81 -193.83 -65.92 -193.83 -26.32 127.03 104.79 98.14
8 multin_zz1000_71001_barra_beta_topG -72.38 -58.26 -215.28 -87.37 -215.28 -47.76 105.58 83.34 76.70
9 multin_zz1000_71001_barra_liquidity_topG -78.15 -64.02 -221.04 -93.13 -221.04 -53.53 99.82 77.58 70.93