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_20250813_151524
0 multin_zz1000_71001_barra_liquidity_topG -3.75 0.83 139.46 56.40 139.46 128.73 188.57 205.17 262.32
1 multin_zz1000_71001_barra_btop_botG -4.97 -0.40 138.23 55.17 138.23 127.51 187.34 203.95 261.10
2 multin_zz1000_71001_barra_earningsyield_botG -13.48 -8.90 129.73 46.66 129.73 119.00 178.83 195.44 252.59
3 multin_zz1000_71001_barra_leverage_botG -67.20 -62.62 76.01 -7.05 76.01 65.28 125.12 141.73 198.87
4 multin_zz1000_71001_barra_beta_topG -78.75 -74.17 64.46 -18.60 64.46 53.73 113.57 130.18 187.32
5 multin_zz1000_71001_barra_growth_botG -95.68 -91.10 47.52 -35.54 47.52 36.80 96.63 113.24 170.39
6 multin_zz1000_71001_barra_residualvolatility_botG -104.84 -100.26 38.37 -44.69 38.37 27.64 87.48 104.08 161.23
7 multin_zz1000_71001_barra_momentum_botG -115.46 -110.88 27.75 -55.31 27.75 17.02 76.86 93.46 150.61
8 multin_zz1000_71001_barra_nonlinearsize_botG -177.97 -173.40 -34.77 -117.83 -34.77 -45.50 14.34 30.95 88.10
9 multin_zz1000_71001_barra_size_botG -177.97 -173.40 -34.77 -117.83 -34.77 -45.50 14.34 30.95 88.10