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_20260330_151531
0 multin_zz1000_71001_barra_beta_topG 29.92 38.72 60.05 79.57 60.04 6.77 219.25 296.93 346.56
1 multin_zz1000_71001_barra_liquidity_topG 18.81 27.62 48.94 68.46 48.94 -4.33 208.15 285.82 335.46
2 multin_zz1000_71001_barra_btop_botG 15.65 24.45 45.77 65.30 45.77 -7.50 204.98 282.66 332.29
3 multin_zz1000_71001_barra_nonlinearsize_botG -5.40 3.40 24.73 44.25 24.73 -28.54 183.93 261.61 311.24
4 multin_zz1000_71001_barra_size_botG -5.40 3.40 24.73 44.25 24.73 -28.54 183.93 261.61 311.24
5 multin_zz1000_71001_barra_residualvolatility_botG -7.88 0.92 22.25 41.77 22.25 -31.02 181.45 259.13 308.76
6 multin_zz1000_71001_barra_growth_botG -8.65 0.16 21.48 41.00 21.48 -31.79 180.69 258.36 308.00
7 multin_zz1000_71001_barra_leverage_botG -15.52 -6.71 14.61 34.14 14.61 -38.66 173.82 251.50 301.13
8 multin_zz1000_71001_barra_earningsyield_botG -19.06 -10.25 11.07 30.60 11.07 -42.20 170.28 247.96 297.59
9 multin_zz1000_71001_barra_momentum_botG -42.29 -33.48 -12.16 7.37 -12.16 -65.43 147.05 224.73 274.36