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_20250625_151527
0 multin_zz1000_71001_barra_beta_topG 57.55 18.77 186.65 44.55 186.65 106.43 95.66 131.54 143.24
1 multin_zz1000_71001_barra_btop_botG 37.71 -1.07 166.81 24.71 166.81 86.60 75.83 111.70 123.41
2 multin_zz1000_71001_barra_earningsyield_botG 26.28 -12.50 155.38 13.28 155.38 75.16 64.40 100.27 111.98
3 multin_zz1000_71001_barra_leverage_botG 2.62 -36.16 131.72 -10.38 131.72 51.51 40.74 76.61 88.32
4 multin_zz1000_71001_barra_liquidity_topG -10.97 -49.74 118.13 -23.97 118.13 37.92 27.15 63.02 74.73
5 multin_zz1000_71001_barra_growth_botG -35.77 -74.54 93.33 -48.77 93.34 13.12 2.35 38.23 49.93
6 multin_zz1000_71001_barra_residualvolatility_botG -38.68 -77.45 90.42 -51.68 90.42 10.21 -0.56 35.31 47.02
7 multin_zz1000_71001_barra_momentum_botG -56.30 -95.08 72.80 -69.30 72.80 -7.42 -18.19 17.69 29.39
8 multin_zz1000_71001_barra_nonlinearsize_botG -63.78 -102.56 65.32 -76.78 65.32 -14.89 -25.66 10.21 21.92
9 multin_zz1000_71001_barra_size_botG -63.78 -102.56 65.32 -76.78 65.32 -14.89 -25.66 10.21 21.92