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_20250630_151523
0 multin_zz1000_71001_barra_liquidity_topG 80.14 117.84 209.16 161.73 209.16 54.01 -28.81 -24.77 17.87
1 multin_zz1000_71001_barra_btop_botG 45.25 82.95 174.28 126.84 174.28 19.12 -63.70 -59.66 -17.02
2 multin_zz1000_71001_barra_earningsyield_botG 39.00 76.70 168.03 120.59 168.03 12.87 -69.95 -65.90 -23.27
3 multin_zz1000_71001_barra_leverage_botG 32.31 70.01 161.33 113.89 161.33 6.17 -76.64 -72.60 -29.96
4 multin_zz1000_71001_barra_growth_botG 10.58 48.28 139.60 92.17 139.60 -15.55 -98.37 -94.33 -51.69
5 multin_zz1000_71001_barra_beta_topG 8.25 45.95 137.27 89.84 137.27 -17.88 -100.70 -96.66 -54.02
6 multin_zz1000_71001_barra_nonlinearsize_botG 7.51 45.22 136.54 89.10 136.54 -18.62 -101.43 -97.39 -54.76
7 multin_zz1000_71001_barra_size_botG 7.51 45.22 136.54 89.10 136.54 -18.62 -101.43 -97.39 -54.76
8 multin_zz1000_71001_barra_momentum_botG -5.23 32.48 123.80 76.36 123.80 -31.36 -114.17 -110.13 -67.50
9 multin_zz1000_71001_barra_residualvolatility_botG -22.29 15.42 106.74 59.30 106.74 -48.42 -131.23 -127.19 -84.56