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_20250306_152548
0 multin_zz1000_71001_barra_liquidity_topG 83.41 129.66 116.97 164.48 274.10 163.63 235.82 297.21 337.52
1 multin_zz1000_71001_barra_beta_topG 20.27 66.52 53.84 101.35 210.97 100.49 172.68 234.08 274.39
2 multin_zz1000_71001_barra_btop_botG -6.00 40.25 27.57 75.07 184.69 74.22 146.41 207.81 248.11
3 multin_zz1000_71001_barra_earningsyield_botG -6.91 39.34 26.65 74.16 183.78 73.31 145.50 206.89 247.20
4 multin_zz1000_71001_barra_leverage_botG -23.90 22.35 9.67 57.17 166.79 56.32 128.51 189.90 230.21
5 multin_zz1000_71001_barra_growth_botG -54.36 -8.12 -20.80 26.71 136.33 25.85 98.04 159.44 199.75
6 multin_zz1000_71001_barra_momentum_botG -62.74 -16.49 -29.17 18.34 127.95 17.48 89.67 151.07 191.38
7 multin_zz1000_71001_barra_residualvolatility_botG -101.79 -55.54 -68.22 -20.72 88.90 -21.57 50.62 112.02 152.32
8 multin_zz1000_71001_barra_nonlinearsize_botG -130.81 -84.56 -97.24 -49.74 59.88 -50.59 21.60 82.99 123.30
9 multin_zz1000_71001_barra_size_botG -130.81 -84.56 -97.24 -49.74 59.88 -50.59 21.60 82.99 123.30