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_20250731_151536
0 multin_zz1000_71001_barra_liquidity_topG 51.76 105.70 -33.72 147.79 -33.72 72.93 226.84 212.29 215.94
1 multin_zz1000_71001_barra_earningsyield_botG 50.04 103.98 -35.44 146.07 -35.44 71.21 225.12 210.57 214.22
2 multin_zz1000_71001_barra_btop_botG 46.68 100.62 -38.80 142.71 -38.80 67.85 221.76 207.21 210.86
3 multin_zz1000_71001_barra_beta_topG 22.66 76.60 -62.82 118.69 -62.81 43.84 197.74 183.20 186.85
4 multin_zz1000_71001_barra_leverage_botG 15.80 69.74 -69.67 111.84 -69.67 36.98 190.89 176.34 179.99
5 multin_zz1000_71001_barra_growth_botG -27.18 26.76 -112.66 68.85 -112.66 -6.01 147.90 133.35 137.01
6 multin_zz1000_71001_barra_residualvolatility_botG -41.26 12.68 -126.74 54.77 -126.74 -20.09 133.82 119.28 122.93
7 multin_zz1000_71001_barra_nonlinearsize_botG -57.35 -3.41 -142.83 38.68 -142.83 -36.18 117.73 103.18 106.83
8 multin_zz1000_71001_barra_size_botG -57.35 -3.41 -142.83 38.68 -142.83 -36.18 117.73 103.18 106.83
9 multin_zz1000_71001_barra_momentum_botG -92.28 -38.35 -177.76 3.75 -177.76 -71.11 82.80 68.25 71.90