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_20250815_151523
0 multin_zz1000_71001_barra_beta_topG 108.04 94.80 308.75 229.53 308.75 141.14 -116.98 -147.24 -113.54
1 multin_zz1000_71001_barra_liquidity_topG 33.97 20.73 234.68 155.46 234.68 67.07 -191.05 -221.31 -187.62
2 multin_zz1000_71001_barra_btop_botG 27.88 14.64 228.59 149.37 228.59 60.98 -197.14 -227.40 -193.71
3 multin_zz1000_71001_barra_earningsyield_botG 20.76 7.52 221.47 142.26 221.47 53.86 -204.26 -234.52 -200.82
4 multin_zz1000_71001_barra_leverage_botG -0.79 -14.03 199.92 120.71 199.92 32.31 -225.81 -256.07 -222.37
5 multin_zz1000_71001_barra_momentum_botG -35.03 -48.27 165.68 86.46 165.68 -1.93 -260.05 -290.31 -256.62
6 multin_zz1000_71001_barra_growth_botG -36.71 -49.95 164.00 84.79 164.00 -3.61 -261.73 -291.99 -258.29
7 multin_zz1000_71001_barra_residualvolatility_botG -41.15 -54.39 159.56 80.34 159.56 -8.05 -266.17 -296.43 -262.73
8 multin_zz1000_71001_barra_nonlinearsize_botG -42.95 -56.19 157.76 78.54 157.76 -9.85 -267.97 -298.23 -264.54
9 multin_zz1000_71001_barra_size_botG -42.95 -56.19 157.76 78.54 157.76 -9.85 -267.97 -298.23 -264.54