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_20250905_151516
0 multin_zz1000_71001_barra_beta_topG 99.54 68.12 385.62 170.55 385.62 155.35 -299.58 -283.89 -185.28
1 multin_zz1000_71001_barra_btop_botG 5.76 -25.66 291.84 76.77 291.84 61.57 -393.36 -377.68 -279.06
2 multin_zz1000_71001_barra_liquidity_topG 1.14 -30.27 287.22 72.15 287.22 56.95 -397.98 -382.29 -283.67
3 multin_zz1000_71001_barra_earningsyield_botG -5.73 -37.15 280.34 65.28 280.35 50.08 -404.86 -389.17 -290.55
4 multin_zz1000_71001_barra_size_botG -44.44 -75.86 241.64 26.57 241.64 11.37 -443.56 -427.87 -329.26
5 multin_zz1000_71001_barra_nonlinearsize_botG -44.44 -75.86 241.64 26.57 241.64 11.37 -443.56 -427.87 -329.26
6 multin_zz1000_71001_barra_residualvolatility_botG -58.93 -90.34 227.15 12.08 227.15 -3.12 -458.05 -442.36 -343.74
7 multin_zz1000_71001_barra_momentum_botG -66.19 -97.61 219.89 4.82 219.89 -10.38 -465.31 -449.62 -351.01
8 multin_zz1000_71001_barra_leverage_botG -78.37 -109.78 207.71 -7.36 207.71 -22.56 -477.49 -461.80 -363.18
9 multin_zz1000_71001_barra_growth_botG -92.19 -123.61 193.89 -21.18 193.89 -36.38 -491.31 -475.63 -377.01