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_20251015_152401
0 multin_zz1000_71001_barra_beta_topG 35.88 49.99 186.29 35.46 186.29 49.12 -67.42 -123.84 -154.20
1 multin_zz1000_71001_barra_liquidity_topG 17.59 31.69 167.99 17.17 168.00 30.82 -85.71 -142.13 -172.49
2 multin_zz1000_71001_barra_earningsyield_botG -0.72 13.39 149.69 -1.14 149.69 12.52 -104.02 -160.44 -190.80
3 multin_zz1000_71001_barra_btop_botG -2.78 11.33 147.63 -3.20 147.63 10.46 -106.08 -162.50 -192.86
4 multin_zz1000_71001_barra_leverage_botG -4.88 9.23 145.53 -5.30 145.53 8.36 -108.18 -164.60 -194.96
5 multin_zz1000_71001_barra_growth_botG -23.69 -9.59 126.71 -24.11 126.71 -10.46 -127.00 -183.41 -213.77
6 multin_zz1000_71001_barra_residualvolatility_botG -35.49 -21.39 114.91 -35.91 114.91 -22.26 -138.80 -195.21 -225.57
7 multin_zz1000_71001_barra_nonlinearsize_botG -37.02 -22.91 113.39 -37.44 113.39 -23.78 -140.32 -196.74 -227.10
8 multin_zz1000_71001_barra_size_botG -37.02 -22.91 113.39 -37.44 113.39 -23.78 -140.32 -196.74 -227.10
9 multin_zz1000_71001_barra_momentum_botG -61.73 -47.63 88.67 -62.15 88.67 -48.50 -165.04 -221.45 -251.82