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_20260401_151648
0 multin_zz1000_71001_barra_beta_topG 87.04 105.52 96.29 109.57 279.77 136.77 -4.43 -17.18 10.53
1 multin_zz1000_71001_barra_btop_botG 60.89 79.37 70.14 83.42 253.63 110.62 -30.58 -43.33 -15.62
2 multin_zz1000_71001_barra_earningsyield_botG 10.58 29.06 19.83 33.11 203.32 60.31 -80.89 -93.64 -65.93
3 multin_zz1000_71001_barra_leverage_botG 6.55 25.03 15.80 29.08 199.28 56.28 -84.92 -97.67 -69.96
4 multin_zz1000_71001_barra_liquidity_topG -24.18 -5.69 -14.92 -1.64 168.56 25.56 -115.65 -128.39 -100.69
5 multin_zz1000_71001_barra_momentum_botG -36.82 -18.33 -27.56 -14.28 155.92 12.92 -128.29 -141.03 -113.33
6 multin_zz1000_71001_barra_residualvolatility_botG -45.65 -27.16 -36.39 -23.12 147.09 4.08 -137.12 -149.86 -122.16
7 multin_zz1000_71001_barra_growth_botG -57.37 -38.89 -48.12 -34.84 135.37 -7.64 -148.84 -161.59 -133.88
8 multin_zz1000_71001_barra_nonlinearsize_botG -80.94 -62.45 -71.68 -58.41 111.80 -31.21 -172.41 -185.15 -157.45
9 multin_zz1000_71001_barra_size_botG -80.94 -62.45 -71.68 -58.41 111.80 -31.20 -172.41 -185.15 -157.45