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_20250930_151528
0 multin_zz1000_71001_barra_earningsyield_botG 0.49 19.81 105.20 58.96 105.20 94.98 155.04 195.99 181.99
1 multin_zz1000_71001_barra_liquidity_topG -41.34 -22.02 63.37 17.13 63.37 53.15 113.21 154.16 140.16
2 multin_zz1000_71001_barra_btop_botG -46.10 -26.78 58.61 12.37 58.61 48.39 108.45 149.40 135.40
3 multin_zz1000_71001_barra_beta_topG -49.37 -30.05 55.34 9.10 55.34 45.12 105.18 146.13 132.13
4 multin_zz1000_71001_barra_growth_botG -52.43 -33.11 52.28 6.04 52.28 42.06 102.12 143.07 129.07
5 multin_zz1000_71001_barra_leverage_botG -67.90 -48.58 36.81 -9.43 36.81 26.59 86.65 127.60 113.60
6 multin_zz1000_71001_barra_momentum_botG -82.82 -63.50 21.89 -24.35 21.89 11.67 71.73 112.67 98.68
7 multin_zz1000_71001_barra_residualvolatility_botG -85.78 -66.46 18.93 -27.31 18.93 8.71 68.77 109.72 95.72
8 multin_zz1000_71001_barra_nonlinearsize_botG -110.71 -91.39 -6.01 -52.25 -6.01 -16.23 43.83 84.78 70.79
9 multin_zz1000_71001_barra_size_botG -110.71 -91.39 -6.01 -52.25 -6.01 -16.23 43.83 84.78 70.79