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_20260327_151815
0 multin_zz1000_71001_barra_earningsyield_botG 31.91 46.79 174.53 114.40 174.53 15.09 76.36 124.75 129.20
1 multin_zz1000_71001_barra_growth_botG 19.22 34.10 161.84 101.71 161.84 2.40 63.67 112.05 116.51
2 multin_zz1000_71001_barra_btop_botG 15.50 30.38 158.12 97.99 158.12 -1.32 59.95 108.34 112.79
3 multin_zz1000_71001_barra_leverage_botG 6.96 21.84 149.58 89.45 149.58 -9.86 51.41 99.80 104.25
4 multin_zz1000_71001_barra_beta_topG 6.45 21.33 149.07 88.95 149.07 -10.36 50.91 99.29 103.75
5 multin_zz1000_71001_barra_liquidity_topG -6.28 8.60 136.34 76.22 136.34 -23.09 38.18 86.56 91.02
6 multin_zz1000_71001_barra_momentum_botG -7.36 7.52 135.26 75.14 135.26 -24.17 37.10 85.48 89.94
7 multin_zz1000_71001_barra_nonlinearsize_botG -9.74 5.14 132.88 72.76 132.88 -26.55 34.72 83.10 87.56
8 multin_zz1000_71001_barra_size_botG -9.74 5.14 132.88 72.76 132.88 -26.55 34.72 83.10 87.56
9 multin_zz1000_71001_barra_residualvolatility_botG -25.40 -10.52 117.22 57.09 117.22 -42.22 19.05 67.43 71.89