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_20250929_151802
0 multin_zz1000_71001_barra_beta_topG -2.12 -19.74 129.63 -29.97 129.63 42.85 24.48 27.25 39.91
1 multin_zz1000_71001_barra_liquidity_topG -12.14 -29.76 119.61 -39.99 119.61 32.84 14.46 17.23 29.90
2 multin_zz1000_71001_barra_earningsyield_botG -22.63 -40.25 109.12 -50.48 109.12 22.35 3.97 6.74 19.41
3 multin_zz1000_71001_barra_residualvolatility_botG -26.75 -44.38 104.99 -54.60 104.99 18.22 -0.16 2.61 15.28
4 multin_zz1000_71001_barra_size_botG -31.48 -49.11 100.26 -59.33 100.27 13.49 -4.88 -2.12 10.55
5 multin_zz1000_71001_barra_nonlinearsize_botG -31.48 -49.11 100.26 -59.33 100.27 13.49 -4.88 -2.12 10.55
6 multin_zz1000_71001_barra_btop_botG -37.08 -54.70 94.67 -64.93 94.67 7.90 -10.48 -7.71 4.95
7 multin_zz1000_71001_barra_growth_botG -38.08 -55.71 93.67 -65.93 93.67 6.89 -11.48 -8.71 3.95
8 multin_zz1000_71001_barra_leverage_botG -48.87 -66.49 82.88 -76.72 82.88 -3.89 -22.27 -19.50 -6.84
9 multin_zz1000_71001_barra_momentum_botG -70.63 -88.25 61.12 -98.48 61.12 -25.65 -44.03 -41.26 -28.60