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_20250918_151521
0 multin_zz1000_71001_barra_beta_topG 36.45 13.93 -65.44 50.31 -65.44 110.70 118.63 63.87 4.38
1 multin_zz1000_71001_barra_btop_botG 24.24 1.72 -77.65 38.10 -77.65 98.49 106.42 51.66 -7.83
2 multin_zz1000_71001_barra_earningsyield_botG 22.00 -0.52 -79.89 35.86 -79.89 96.25 104.18 49.42 -10.07
3 multin_zz1000_71001_barra_liquidity_topG -4.36 -26.88 -106.25 9.51 -106.24 69.89 77.82 23.06 -36.42
4 multin_zz1000_71001_barra_growth_botG -41.76 -64.28 -143.65 -27.90 -143.65 32.49 40.41 -14.34 -73.83
5 multin_zz1000_71001_barra_nonlinearsize_botG -41.82 -64.34 -143.71 -27.96 -143.71 32.43 40.35 -14.41 -73.89
6 multin_zz1000_71001_barra_size_botG -41.82 -64.34 -143.71 -27.96 -143.71 32.43 40.35 -14.41 -73.89
7 multin_zz1000_71001_barra_momentum_botG -42.26 -64.78 -144.15 -28.40 -144.15 31.99 39.92 -14.84 -74.33
8 multin_zz1000_71001_barra_residualvolatility_botG -47.37 -69.89 -149.26 -33.51 -149.26 26.88 34.81 -19.95 -79.44
9 multin_zz1000_71001_barra_leverage_botG -48.14 -70.66 -150.03 -34.28 -150.03 26.10 34.03 -20.73 -80.21