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_20250922_151522
0 multin_zz1000_71001_barra_beta_topG 46.15 34.74 112.14 65.19 112.14 136.67 383.40 425.13 463.11
1 multin_zz1000_71001_barra_liquidity_topG 32.36 20.94 98.34 51.40 98.34 122.87 369.60 411.34 449.32
2 multin_zz1000_71001_barra_earningsyield_botG 30.42 19.00 96.40 49.46 96.40 120.93 367.66 409.40 447.38
3 multin_zz1000_71001_barra_btop_botG 27.48 16.06 93.46 46.52 93.46 117.99 364.72 406.46 444.44
4 multin_zz1000_71001_barra_leverage_botG -42.11 -53.52 23.87 -23.07 23.87 48.40 295.14 336.87 374.85
5 multin_zz1000_71001_barra_residualvolatility_botG -57.63 -69.05 8.35 -38.59 8.35 32.88 279.61 321.35 359.33
6 multin_zz1000_71001_barra_growth_botG -66.03 -77.44 -0.04 -46.99 -0.04 24.49 271.22 312.95 350.93
7 multin_zz1000_71001_barra_momentum_botG -146.82 -158.23 -80.83 -127.78 -80.83 -56.30 190.43 232.16 270.14
8 multin_zz1000_71001_barra_nonlinearsize_botG -166.84 -178.26 -100.86 -147.80 -100.86 -76.33 170.40 212.14 250.12
9 multin_zz1000_71001_barra_size_botG -166.84 -178.26 -100.86 -147.80 -100.86 -76.33 170.40 212.14 250.12