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_20250825_151553
0 multin_zz1000_71001_barra_liquidity_topG 27.66 -6.66 183.46 -22.65 183.46 136.11 133.85 212.82 174.14
1 multin_zz1000_71001_barra_earningsyield_botG 0.16 -34.16 155.96 -50.15 155.96 108.61 106.35 185.32 146.64
2 multin_zz1000_71001_barra_btop_botG -3.77 -38.08 152.04 -54.08 152.04 104.69 102.43 181.39 142.72
3 multin_zz1000_71001_barra_beta_topG -43.83 -78.14 111.98 -94.14 111.98 64.63 62.37 141.34 102.66
4 multin_zz1000_71001_barra_momentum_botG -59.54 -93.85 96.27 -109.84 96.27 48.92 46.66 125.63 86.95
5 multin_zz1000_71001_barra_leverage_botG -60.01 -94.33 95.79 -110.32 95.79 48.45 46.18 125.15 86.47
6 multin_zz1000_71001_barra_growth_botG -66.88 -101.19 88.93 -117.19 88.93 41.58 39.32 118.29 79.61
7 multin_zz1000_71001_barra_residualvolatility_botG -98.24 -132.56 57.56 -148.55 57.56 10.22 7.95 86.92 48.24
8 multin_zz1000_71001_barra_nonlinearsize_botG -138.76 -173.07 17.05 -189.07 17.05 -30.30 -32.56 46.40 7.72
9 multin_zz1000_71001_barra_size_botG -138.76 -173.07 17.05 -189.07 17.05 -30.30 -32.56 46.40 7.72