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_20251024_151524
0 multin_zz1000_71001_barra_beta_topG 136.85 128.68 287.38 173.44 287.38 236.27 183.86 206.15 200.05
1 multin_zz1000_71001_barra_liquidity_topG 35.17 27.00 185.70 71.76 185.70 134.59 82.17 104.47 98.37
2 multin_zz1000_71001_barra_btop_botG 22.95 14.77 173.47 59.54 173.47 122.37 69.95 92.24 86.14
3 multin_zz1000_71001_barra_earningsyield_botG -4.92 -13.10 145.60 31.67 145.60 94.50 42.08 64.37 58.27
4 multin_zz1000_71001_barra_leverage_botG -60.36 -68.53 90.16 -23.77 90.17 39.06 -13.36 8.94 2.84
5 multin_zz1000_71001_barra_residualvolatility_botG -83.81 -91.98 66.71 -47.22 66.71 15.61 -36.81 -14.52 -20.62
6 multin_zz1000_71001_barra_size_botG -109.81 -117.98 40.72 -73.22 40.72 -10.39 -62.80 -40.51 -46.61
7 multin_zz1000_71001_barra_nonlinearsize_botG -109.81 -117.98 40.72 -73.22 40.72 -10.39 -62.81 -40.51 -46.61
8 multin_zz1000_71001_barra_growth_botG -123.51 -131.68 27.01 -86.92 27.01 -24.09 -76.51 -54.22 -60.32
9 multin_zz1000_71001_barra_momentum_botG -159.73 -167.90 -9.20 -123.14 -9.20 -60.31 -112.72 -90.43 -96.53