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_20250811_151521
0 multin_zz1000_71001_barra_liquidity_topG 37.99 87.09 196.09 149.01 196.09 35.79 -56.87 -37.02 -2.20
1 multin_zz1000_71001_barra_beta_topG 30.67 79.77 188.77 141.69 188.77 28.48 -64.18 -44.34 -9.52
2 multin_zz1000_71001_barra_earningsyield_botG 26.23 75.33 184.33 137.25 184.33 24.04 -68.62 -48.78 -13.96
3 multin_zz1000_71001_barra_btop_botG 13.44 62.54 171.54 124.46 171.54 11.25 -81.41 -61.57 -26.75
4 multin_zz1000_71001_barra_leverage_botG 8.02 57.12 166.12 119.04 166.12 5.82 -86.83 -66.99 -32.17
5 multin_zz1000_71001_barra_residualvolatility_botG 3.19 52.29 161.29 114.20 161.29 0.99 -91.67 -71.82 -37.00
6 multin_zz1000_71001_barra_growth_botG -2.88 46.21 155.21 108.13 155.22 -5.08 -97.74 -77.90 -43.08
7 multin_zz1000_71001_barra_momentum_botG -5.56 43.54 152.54 105.46 152.54 -7.76 -100.41 -80.57 -45.75
8 multin_zz1000_71001_barra_nonlinearsize_botG -24.95 24.15 133.15 86.07 133.15 -27.14 -119.80 -99.96 -65.14
9 multin_zz1000_71001_barra_size_botG -24.95 24.15 133.15 86.07 133.15 -27.14 -119.80 -99.96 -65.14