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_20251009_151521
0 multin_zz1000_71001_barra_liquidity_topG 5.07 -79.20 103.81 -43.77 103.81 79.54 109.82 105.77 114.43
1 multin_zz1000_71001_barra_residualvolatility_botG -9.27 -93.54 89.47 -58.11 89.47 65.20 95.48 91.43 100.09
2 multin_zz1000_71001_barra_earningsyield_botG -19.41 -103.68 79.33 -68.25 79.33 55.06 85.34 81.29 89.95
3 multin_zz1000_71001_barra_beta_topG -22.37 -106.64 76.37 -71.21 76.37 52.09 82.37 78.33 86.98
4 multin_zz1000_71001_barra_momentum_botG -27.55 -111.82 71.19 -76.38 71.19 46.92 77.20 73.16 81.81
5 multin_zz1000_71001_barra_growth_botG -43.66 -127.93 55.08 -92.49 55.08 30.81 61.09 57.05 65.70
6 multin_zz1000_71001_barra_leverage_botG -51.31 -135.59 47.42 -100.15 47.43 23.15 53.43 49.39 58.04
7 multin_zz1000_71001_barra_btop_botG -59.18 -143.45 39.56 -108.02 39.56 15.29 45.57 41.52 50.18
8 multin_zz1000_71001_barra_nonlinearsize_botG -116.04 -200.31 -17.30 -164.88 -17.30 -41.57 -11.29 -15.34 -6.68
9 multin_zz1000_71001_barra_size_botG -116.04 -200.31 -17.30 -164.88 -17.30 -41.57 -11.29 -15.34 -6.68