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_20250221_151523
0 multin_zz1000_71001_barra_beta_topG 91.00 104.93 143.51 146.98 271.39 232.57 244.54 284.93 283.74
1 multin_zz1000_71001_barra_liquidity_topG 60.18 74.11 112.69 116.16 240.57 201.75 213.72 254.11 252.92
2 multin_zz1000_71001_barra_btop_botG 46.66 60.60 99.18 102.65 227.06 188.23 200.21 240.60 239.40
3 multin_zz1000_71001_barra_earningsyield_botG -10.84 3.09 41.67 45.14 169.55 130.73 142.70 183.09 181.90
4 multin_zz1000_71001_barra_leverage_botG -41.22 -27.29 11.29 14.76 139.17 100.35 112.32 152.71 151.52
5 multin_zz1000_71001_barra_residualvolatility_botG -103.59 -89.65 -51.07 -47.60 76.81 37.99 49.96 90.35 89.16
6 multin_zz1000_71001_barra_momentum_botG -106.99 -93.06 -54.47 -51.01 73.41 34.58 46.56 86.94 85.75
7 multin_zz1000_71001_barra_growth_botG -107.86 -93.93 -55.35 -51.88 72.53 33.71 45.68 86.07 84.88
8 multin_zz1000_71001_barra_nonlinearsize_botG -201.84 -187.90 -149.32 -145.85 -21.44 -60.26 -48.29 -7.90 -9.09
9 multin_zz1000_71001_barra_size_botG -201.84 -187.90 -149.32 -145.85 -21.44 -60.26 -48.29 -7.90 -9.09