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_20250925_151949
0 multin_zz1000_71001_barra_btop_botG 9.30 -50.58 -24.19 -88.71 -24.19 57.13 317.28 310.33 363.64
1 multin_zz1000_71001_barra_liquidity_topG 7.97 -51.91 -25.52 -90.04 -25.52 55.80 315.95 309.00 362.31
2 multin_zz1000_71001_barra_earningsyield_botG -1.65 -61.53 -35.14 -99.67 -35.15 46.17 306.32 299.37 352.68
3 multin_zz1000_71001_barra_residualvolatility_botG -21.67 -81.55 -55.16 -119.69 -55.17 26.15 286.30 279.35 332.66
4 multin_zz1000_71001_barra_beta_topG -22.09 -81.97 -55.58 -120.11 -55.59 25.73 285.88 278.93 332.24
5 multin_zz1000_71001_barra_leverage_botG -24.02 -83.90 -57.51 -122.04 -57.51 23.80 283.95 277.01 330.32
6 multin_zz1000_71001_barra_momentum_botG -29.42 -89.30 -62.91 -127.44 -62.91 18.40 278.55 271.61 324.92
7 multin_zz1000_71001_barra_growth_botG -33.66 -93.54 -67.16 -131.68 -67.16 14.16 274.31 267.36 320.67
8 multin_zz1000_71001_barra_nonlinearsize_botG -91.32 -151.20 -124.81 -189.34 -124.81 -43.50 216.65 209.70 263.01
9 multin_zz1000_71001_barra_size_botG -91.32 -151.20 -124.81 -189.34 -124.81 -43.50 216.65 209.70 263.01