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_20250822_194914
0 multin_zz1000_71001_barra_earningsyield_botG 46.53 19.93 194.10 -12.96 194.10 199.27 265.70 306.95 263.60
1 multin_zz1000_71001_barra_btop_botG 41.31 14.71 188.87 -18.19 188.87 194.04 260.47 301.73 258.38
2 multin_zz1000_71001_barra_liquidity_topG -17.23 -43.83 130.34 -76.72 130.34 135.51 201.94 243.20 199.84
3 multin_zz1000_71001_barra_beta_topG -18.61 -45.21 128.95 -78.11 128.95 134.12 200.55 241.81 198.45
4 multin_zz1000_71001_barra_leverage_botG -53.93 -80.53 93.63 -113.43 93.63 98.80 165.23 206.49 163.13
5 multin_zz1000_71001_barra_residualvolatility_botG -82.48 -109.08 65.09 -141.97 65.09 70.26 136.69 177.95 134.59
6 multin_zz1000_71001_barra_momentum_botG -82.98 -109.58 64.59 -142.47 64.59 69.76 136.19 177.44 134.09
7 multin_zz1000_71001_barra_growth_botG -96.84 -123.44 50.72 -156.34 50.73 55.89 122.32 163.58 120.23
8 multin_zz1000_71001_barra_nonlinearsize_botG -193.96 -220.56 -46.40 -253.46 -46.40 -41.23 25.20 66.46 23.10
9 multin_zz1000_71001_barra_size_botG -193.96 -220.56 -46.40 -253.46 -46.40 -41.23 25.20 66.46 23.10