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_20250828_171335
0 multin_zz1000_71001_barra_beta_topG 30.54 -36.30 176.99 -2.39 176.99 175.07 95.12 7.28 -49.34
1 multin_zz1000_71001_barra_btop_botG 27.00 -39.84 173.45 -5.93 173.45 171.53 91.58 3.74 -52.88
2 multin_zz1000_71001_barra_earningsyield_botG 7.38 -59.46 153.84 -25.54 153.84 151.92 71.97 -15.87 -72.50
3 multin_zz1000_71001_barra_liquidity_topG -17.25 -84.09 129.20 -50.17 129.20 127.28 47.33 -40.51 -97.13
4 multin_zz1000_71001_barra_leverage_botG -54.71 -121.55 91.74 -87.64 91.74 89.82 9.87 -77.97 -134.59
5 multin_zz1000_71001_barra_residualvolatility_botG -87.20 -154.04 59.26 -120.12 59.26 57.34 -22.61 -110.45 -167.08
6 multin_zz1000_71001_barra_growth_botG -97.81 -164.65 48.65 -130.73 48.65 46.73 -33.22 -121.06 -177.69
7 multin_zz1000_71001_barra_momentum_botG -104.51 -171.35 41.95 -137.43 41.95 40.03 -39.92 -127.76 -184.39
8 multin_zz1000_71001_barra_nonlinearsize_botG -157.79 -224.63 -11.33 -190.71 -11.33 -13.25 -93.21 -181.04 -237.67
9 multin_zz1000_71001_barra_size_botG -157.79 -224.63 -11.33 -190.71 -11.33 -13.25 -93.21 -181.04 -237.67