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_20260331_151536
0 multin_zz1000_71001_barra_residualvolatility_botG 138.68 121.77 -43.96 36.29 -43.97 91.28 25.01 -44.81 73.18
1 multin_zz1000_71001_barra_momentum_botG 106.17 89.25 -76.48 3.78 -76.48 58.76 -7.51 -77.32 40.66
2 multin_zz1000_71001_barra_size_botG 79.53 62.62 -103.11 -22.86 -103.12 32.13 -34.14 -103.96 14.03
3 multin_zz1000_71001_barra_nonlinearsize_botG 79.53 62.62 -103.11 -22.86 -103.12 32.13 -34.14 -103.96 14.03
4 multin_zz1000_71001_barra_leverage_botG 62.90 45.99 -119.75 -39.49 -119.75 15.49 -50.78 -120.59 -2.61
5 multin_zz1000_71001_barra_growth_botG 45.22 28.31 -137.43 -57.17 -137.43 -2.19 -68.46 -138.27 -20.29
6 multin_zz1000_71001_barra_earningsyield_botG 20.09 3.17 -162.56 -82.31 -162.56 -27.32 -93.59 -163.40 -45.42
7 multin_zz1000_71001_barra_btop_botG -7.12 -24.03 -189.77 -109.51 -189.77 -54.53 -120.80 -190.61 -72.63
8 multin_zz1000_71001_barra_beta_topG -28.93 -45.84 -211.58 -131.32 -211.58 -76.34 -142.61 -212.42 -94.44
9 multin_zz1000_71001_barra_liquidity_topG -29.01 -45.92 -211.66 -131.40 -211.66 -76.41 -142.69 -212.50 -94.51