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_20250911_151509
0 multin_zz1000_71001_barra_beta_topG 87.14 47.95 318.49 89.82 318.49 210.31 143.67 121.02 111.37
1 multin_zz1000_71001_barra_liquidity_topG 29.99 -9.21 261.34 32.67 261.34 153.15 86.51 63.87 54.22
2 multin_zz1000_71001_barra_btop_botG 26.79 -12.41 258.14 29.47 258.14 149.96 83.32 60.67 51.02
3 multin_zz1000_71001_barra_earningsyield_botG 22.10 -17.10 253.45 24.78 253.45 145.27 78.63 55.98 46.33
4 multin_zz1000_71001_barra_leverage_botG -58.41 -97.60 172.94 -55.73 172.94 64.76 -1.88 -24.53 -34.18
5 multin_zz1000_71001_barra_residualvolatility_botG -60.45 -99.65 170.90 -57.77 170.90 62.71 -3.93 -26.57 -36.22
6 multin_zz1000_71001_barra_growth_botG -99.10 -138.30 132.25 -96.42 132.25 24.07 -42.57 -65.22 -74.87
7 multin_zz1000_71001_barra_momentum_botG -148.04 -187.24 83.30 -145.37 83.30 -24.88 -91.52 -114.17 -123.81
8 multin_zz1000_71001_barra_nonlinearsize_botG -163.93 -203.13 67.42 -161.26 67.42 -40.77 -107.41 -130.05 -139.70
9 multin_zz1000_71001_barra_size_botG -163.93 -203.13 67.42 -161.26 67.42 -40.77 -107.41 -130.05 -139.70