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_20251027_151525
0 multin_zz1000_71001_barra_liquidity_topG 57.74 -5.63 163.74 43.62 163.74 120.28 116.58 143.82 128.35
1 multin_zz1000_71001_barra_beta_topG 38.74 -24.63 144.74 24.63 144.74 101.29 97.58 124.82 109.35
2 multin_zz1000_71001_barra_btop_botG 11.26 -52.11 117.26 -2.86 117.26 73.80 70.10 97.34 81.87
3 multin_zz1000_71001_barra_earningsyield_botG -12.11 -75.47 93.89 -26.22 93.89 50.44 46.73 73.97 58.50
4 multin_zz1000_71001_barra_leverage_botG -31.39 -94.76 74.60 -45.51 74.60 31.15 27.45 54.69 39.22
5 multin_zz1000_71001_barra_growth_botG -41.90 -105.27 64.10 -56.02 64.09 20.64 16.94 44.18 28.71
6 multin_zz1000_71001_barra_momentum_botG -52.39 -115.76 53.61 -66.51 53.61 10.15 6.45 33.69 18.22
7 multin_zz1000_71001_barra_residualvolatility_botG -57.96 -121.33 48.03 -72.08 48.03 4.58 0.88 28.12 12.65
8 multin_zz1000_71001_barra_nonlinearsize_botG -84.30 -147.67 21.69 -98.42 21.69 -21.76 -25.46 1.78 -13.69
9 multin_zz1000_71001_barra_size_botG -84.30 -147.67 21.69 -98.42 21.69 -21.76 -25.46 1.78 -13.69