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_20251013_151520
0 multin_zz1000_71001_barra_earningsyield_botG 66.86 75.93 51.53 97.46 51.53 70.90 192.47 234.06 255.88
1 multin_zz1000_71001_barra_btop_botG 24.21 33.28 8.88 54.81 8.88 28.26 149.82 191.41 213.24
2 multin_zz1000_71001_barra_leverage_botG 12.81 21.89 -2.51 43.41 -2.51 16.86 138.43 180.02 201.84
3 multin_zz1000_71001_barra_liquidity_topG 4.59 13.67 -10.73 35.19 -10.73 8.64 130.21 171.80 193.62
4 multin_zz1000_71001_barra_beta_topG 2.99 12.06 -12.34 33.59 -12.34 7.04 128.60 170.19 192.02
5 multin_zz1000_71001_barra_growth_botG -15.03 -5.95 -30.35 15.57 -30.35 -10.98 110.59 152.18 174.00
6 multin_zz1000_71001_barra_nonlinearsize_botG -17.08 -8.01 -32.41 13.52 -32.41 -13.04 108.53 150.12 171.95
7 multin_zz1000_71001_barra_size_botG -17.08 -8.01 -32.41 13.52 -32.41 -13.04 108.53 150.12 171.95
8 multin_zz1000_71001_barra_residualvolatility_botG -17.33 -8.26 -32.66 13.27 -32.66 -13.28 108.29 149.87 171.70
9 multin_zz1000_71001_barra_momentum_botG -40.05 -30.98 -55.38 -9.45 -55.37 -36.00 85.57 127.15 148.98