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_20250804_151520
0 multin_zz1000_71001_barra_liquidity_topG 58.95 84.02 162.42 125.06 162.42 13.47 26.95 49.45 56.50
1 multin_zz1000_71001_barra_leverage_botG 53.19 78.27 156.67 119.31 156.67 7.72 21.20 43.70 50.75
2 multin_zz1000_71001_barra_earningsyield_botG 52.51 77.58 155.98 118.62 155.98 7.03 20.51 43.01 50.06
3 multin_zz1000_71001_barra_btop_botG 43.37 68.44 146.84 109.48 146.84 -2.11 11.37 33.87 40.92
4 multin_zz1000_71001_barra_beta_topG 28.84 53.92 132.32 94.96 132.31 -16.63 -3.15 19.35 26.40
5 multin_zz1000_71001_barra_nonlinearsize_botG 1.68 26.75 105.15 67.79 105.15 -43.80 -30.32 -7.82 -0.77
6 multin_zz1000_71001_barra_size_botG 1.68 26.75 105.15 67.79 105.15 -43.80 -30.32 -7.82 -0.77
7 multin_zz1000_71001_barra_residualvolatility_botG -1.39 23.68 102.08 64.72 102.08 -46.87 -33.39 -10.89 -3.84
8 multin_zz1000_71001_barra_growth_botG -3.88 21.19 99.59 62.23 99.59 -49.36 -35.88 -13.38 -6.33
9 multin_zz1000_71001_barra_momentum_botG -42.80 -17.73 60.67 23.31 60.67 -88.28 -74.79 -52.30 -45.25