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_20250818_151523
0 multin_zz1000_71001_barra_beta_topG 201.81 222.08 378.01 274.91 378.01 202.65 -217.01 -216.06 -235.19
1 multin_zz1000_71001_barra_btop_botG 129.38 149.66 305.59 202.49 305.59 130.22 -289.43 -288.48 -307.61
2 multin_zz1000_71001_barra_liquidity_topG 122.37 142.65 298.58 195.48 298.58 123.21 -296.44 -295.49 -314.62
3 multin_zz1000_71001_barra_earningsyield_botG 98.44 118.72 274.64 171.55 274.64 99.28 -320.38 -319.43 -338.55
4 multin_zz1000_71001_barra_leverage_botG 45.87 66.15 222.07 118.97 222.07 46.71 -372.95 -372.00 -391.13
5 multin_zz1000_71001_barra_nonlinearsize_botG 26.67 46.95 202.87 99.78 202.87 27.51 -392.15 -391.20 -410.32
6 multin_zz1000_71001_barra_size_botG 26.67 46.95 202.87 99.78 202.87 27.51 -392.15 -391.20 -410.32
7 multin_zz1000_71001_barra_growth_botG -4.41 15.87 171.80 68.70 171.80 -3.57 -423.22 -422.27 -441.40
8 multin_zz1000_71001_barra_residualvolatility_botG -35.77 -15.50 140.43 37.33 140.43 -34.93 -454.59 -453.64 -472.77
9 multin_zz1000_71001_barra_momentum_botG -56.15 -35.87 120.05 16.96 120.06 -55.31 -474.96 -474.01 -493.14