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_20250729_151517
0 multin_zz1000_71001_barra_earningsyield_botG 30.53 44.29 94.58 52.25 94.58 109.54 119.05 153.90 221.65
1 multin_zz1000_71001_barra_btop_botG 17.46 31.23 81.52 39.19 81.52 96.48 105.99 140.83 208.59
2 multin_zz1000_71001_barra_beta_topG -7.95 5.82 56.11 13.78 56.11 71.07 80.58 115.42 183.18
3 multin_zz1000_71001_barra_momentum_botG -14.15 -0.39 49.91 7.58 49.91 64.86 74.38 109.22 176.97
4 multin_zz1000_71001_barra_leverage_botG -19.41 -5.65 44.65 2.32 44.65 59.60 69.12 103.96 171.71
5 multin_zz1000_71001_barra_liquidity_topG -34.34 -20.57 29.72 -12.61 29.72 44.67 54.19 89.03 156.78
6 multin_zz1000_71001_barra_growth_botG -39.00 -25.23 25.06 -17.27 25.06 40.01 49.53 84.37 152.12
7 multin_zz1000_71001_barra_residualvolatility_botG -55.76 -42.00 8.30 -34.03 8.30 23.25 32.77 67.61 135.36
8 multin_zz1000_71001_barra_nonlinearsize_botG -91.33 -77.57 -27.28 -69.61 -27.28 -12.32 -2.81 32.03 99.79
9 multin_zz1000_71001_barra_size_botG -91.33 -77.57 -27.28 -69.61 -27.28 -12.32 -2.81 32.03 99.79