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_20250916_151521
0 multin_zz1000_71001_barra_beta_topG 90.57 108.35 177.99 200.94 177.99 46.47 32.83 122.90 104.76
1 multin_zz1000_71001_barra_liquidity_topG 65.59 83.37 153.01 175.96 153.01 21.49 7.85 97.92 79.77
2 multin_zz1000_71001_barra_growth_botG 47.61 65.40 135.03 157.99 135.03 3.52 -10.12 79.94 61.80
3 multin_zz1000_71001_barra_btop_botG 41.08 58.86 128.50 151.45 128.50 -3.02 -16.66 73.41 55.27
4 multin_zz1000_71001_barra_earningsyield_botG 36.30 54.08 123.72 146.67 123.72 -7.80 -21.44 68.63 50.48
5 multin_zz1000_71001_barra_residualvolatility_botG 30.22 48.01 117.64 140.60 117.64 -13.87 -27.51 62.55 44.41
6 multin_zz1000_71001_barra_size_botG 18.67 36.45 106.09 129.04 106.09 -25.43 -39.07 51.00 32.86
7 multin_zz1000_71001_barra_nonlinearsize_botG 18.67 36.45 106.09 129.04 106.09 -25.43 -39.07 51.00 32.86
8 multin_zz1000_71001_barra_leverage_botG 10.69 28.47 98.11 121.06 98.11 -33.41 -47.05 43.02 24.87
9 multin_zz1000_71001_barra_momentum_botG -30.55 -12.76 56.87 79.82 56.87 -74.64 -88.28 1.78 -16.36