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_20250917_151515
0 multin_zz1000_71001_barra_beta_topG 22.63 21.53 115.98 55.21 115.98 111.58 -1.71 -44.50 -0.71
1 multin_zz1000_71001_barra_btop_botG -23.19 -24.28 70.17 9.39 70.17 65.77 -47.53 -90.31 -46.53
2 multin_zz1000_71001_barra_liquidity_topG -34.49 -35.59 58.86 -1.91 58.86 54.46 -58.84 -101.62 -57.84
3 multin_zz1000_71001_barra_residualvolatility_botG -37.65 -38.75 55.70 -5.07 55.70 51.30 -61.99 -104.78 -60.99
4 multin_zz1000_71001_barra_leverage_botG -58.90 -60.00 34.46 -26.32 34.46 30.06 -83.24 -126.02 -82.24
5 multin_zz1000_71001_barra_earningsyield_botG -65.03 -66.12 28.33 -32.45 28.33 23.93 -89.37 -132.15 -88.37
6 multin_zz1000_71001_barra_size_botG -68.92 -70.01 24.44 -36.34 24.44 20.04 -93.26 -136.04 -92.26
7 multin_zz1000_71001_barra_nonlinearsize_botG -68.92 -70.01 24.44 -36.34 24.44 20.04 -93.26 -136.04 -92.26
8 multin_zz1000_71001_barra_momentum_botG -80.67 -81.77 12.69 -48.09 12.69 8.29 -105.01 -147.79 -104.01
9 multin_zz1000_71001_barra_growth_botG -87.96 -89.06 5.39 -55.39 5.39 0.99 -112.31 -155.09 -111.31