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_20250206_151525
0 multin_zz1000_71001_barra_beta_topG 122.32 154.80 115.52 267.02 394.58 189.62 8.57 41.75 13.41
1 multin_zz1000_71001_barra_liquidity_topG 108.31 140.79 101.51 253.01 380.57 175.61 -5.44 27.74 -0.60
2 multin_zz1000_71001_barra_btop_botG 73.48 105.96 66.68 218.18 345.74 140.78 -40.27 -7.09 -35.43
3 multin_zz1000_71001_barra_earningsyield_botG 44.75 77.23 37.95 189.45 317.01 112.06 -69.00 -35.81 -64.15
4 multin_zz1000_71001_barra_leverage_botG -32.18 0.30 -38.98 112.52 240.08 35.12 -145.93 -112.75 -141.09
5 multin_zz1000_71001_barra_momentum_botG -90.19 -57.70 -96.99 54.52 182.08 -22.88 -203.93 -170.75 -199.09
6 multin_zz1000_71001_barra_growth_botG -93.67 -61.19 -100.47 51.03 178.59 -26.37 -207.42 -174.24 -202.58
7 multin_zz1000_71001_barra_residualvolatility_botG -94.47 -61.99 -101.27 50.23 177.79 -27.16 -208.22 -175.03 -203.37
8 multin_zz1000_71001_barra_nonlinearsize_botG -107.20 -74.71 -114.00 37.51 165.06 -39.89 -220.95 -187.76 -216.10
9 multin_zz1000_71001_barra_size_botG -107.20 -74.71 -114.00 37.51 165.06 -39.89 -220.95 -187.76 -216.10