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_20250903_151520
0 multin_zz1000_71001_barra_momentum_botG 12.93 -0.13 -134.21 -53.50 -134.21 109.14 325.10 340.15 336.47
1 multin_zz1000_71001_barra_btop_botG -47.13 -60.19 -194.27 -113.56 -194.27 49.08 265.04 280.09 276.41
2 multin_zz1000_71001_barra_leverage_botG -57.91 -70.97 -205.05 -124.34 -205.05 38.29 254.26 269.30 265.63
3 multin_zz1000_71001_barra_residualvolatility_botG -64.78 -77.84 -211.92 -131.21 -211.92 31.43 247.39 262.44 258.76
4 multin_zz1000_71001_barra_earningsyield_botG -67.28 -80.34 -214.42 -133.71 -214.42 28.92 244.89 259.93 256.26
5 multin_zz1000_71001_barra_beta_topG -73.51 -86.57 -220.64 -139.93 -220.65 22.70 238.66 253.71 250.03
6 multin_zz1000_71001_barra_growth_botG -82.20 -95.26 -229.34 -148.63 -229.34 14.00 229.97 245.01 241.34
7 multin_zz1000_71001_barra_nonlinearsize_botG -107.63 -120.69 -254.77 -174.06 -254.77 -11.42 204.54 219.59 215.91
8 multin_zz1000_71001_barra_size_botG -107.63 -120.69 -254.76 -174.05 -254.77 -11.42 204.54 219.59 215.91
9 multin_zz1000_71001_barra_liquidity_topG -115.43 -128.49 -262.56 -181.85 -262.56 -19.22 196.74 211.79 208.12