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_20260402_151523
0 multin_zz1000_71001_barra_momentum_botG 80.64 85.53 51.28 7.12 -101.33 68.98 -141.81 -313.83 -444.08
1 multin_zz1000_71001_barra_nonlinearsize_botG 65.47 70.36 36.11 -8.05 -116.50 53.81 -156.98 -328.99 -459.25
2 multin_zz1000_71001_barra_size_botG 65.47 70.36 36.11 -8.05 -116.50 53.81 -156.98 -328.99 -459.25
3 multin_zz1000_71001_barra_residualvolatility_botG 42.26 47.15 12.91 -31.26 -139.70 30.60 -180.18 -352.20 -482.46
4 multin_zz1000_71001_barra_leverage_botG 34.85 39.74 5.50 -38.67 -147.11 23.19 -187.59 -359.61 -489.87
5 multin_zz1000_71001_barra_earningsyield_botG 1.96 6.85 -27.39 -71.55 -180.00 -9.70 -220.48 -392.50 -522.76
6 multin_zz1000_71001_barra_growth_botG -1.25 3.65 -30.60 -74.76 -183.21 -12.91 -223.69 -395.71 -525.97
7 multin_zz1000_71001_barra_liquidity_topG -27.82 -22.93 -57.17 -101.34 -209.78 -39.48 -250.26 -422.28 -552.54
8 multin_zz1000_71001_barra_btop_botG -34.68 -29.79 -64.04 -108.20 -216.65 -46.34 -257.13 -429.15 -559.40
9 multin_zz1000_71001_barra_beta_topG -83.88 -78.99 -113.23 -157.40 -265.84 -95.54 -306.32 -478.34 -608.60