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_20260409_194404
0 multin_zz1000_71001_barra_beta_topG -0.85 16.77 -51.22 21.11 -51.22 127.09 388.95 432.32 441.25
1 multin_zz1000_71001_barra_btop_botG -21.26 -3.65 -71.63 0.69 -71.63 106.68 368.53 411.90 420.84
2 multin_zz1000_71001_barra_liquidity_topG -23.33 -5.72 -73.70 -1.38 -73.71 104.60 366.46 409.83 418.77
3 multin_zz1000_71001_barra_growth_botG -101.97 -84.36 -152.34 -80.02 -152.34 25.97 287.82 331.19 340.13
4 multin_zz1000_71001_barra_residualvolatility_botG -108.18 -90.56 -158.55 -86.22 -158.55 19.76 281.62 324.99 333.92
5 multin_zz1000_71001_barra_earningsyield_botG -113.37 -95.76 -163.74 -91.42 -163.75 14.56 276.42 319.79 328.73
6 multin_zz1000_71001_barra_leverage_botG -113.97 -96.35 -164.34 -92.01 -164.34 13.97 275.83 319.20 328.14
7 multin_zz1000_71001_barra_momentum_botG -154.57 -136.95 -204.94 -132.62 -204.94 -26.63 235.23 278.60 287.53
8 multin_zz1000_71001_barra_nonlinearsize_botG -175.71 -158.09 -226.08 -153.75 -226.08 -47.77 214.09 257.46 266.40
9 multin_zz1000_71001_barra_size_botG -175.71 -158.09 -226.08 -153.75 -226.08 -47.77 214.09 257.46 266.40