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_20251106_151536
0 multin_zz1000_71001_barra_beta_topG 32.73 -13.14 148.67 6.87 148.67 133.30 299.47 297.05 385.22
1 multin_zz1000_71001_barra_liquidity_topG -37.32 -83.18 78.62 -63.18 78.62 63.25 229.42 227.00 315.18
2 multin_zz1000_71001_barra_earningsyield_botG -57.56 -103.43 58.38 -83.42 58.38 43.01 209.18 206.76 294.93
3 multin_zz1000_71001_barra_btop_botG -60.92 -106.78 55.02 -86.78 55.02 39.65 205.82 203.40 291.58
4 multin_zz1000_71001_barra_residualvolatility_botG -69.69 -115.56 46.25 -95.55 46.25 30.88 197.05 194.63 282.80
5 multin_zz1000_71001_barra_leverage_botG -77.76 -123.62 38.19 -103.62 38.19 22.82 188.99 186.57 274.74
6 multin_zz1000_71001_barra_growth_botG -127.86 -173.73 -11.92 -153.72 -11.92 -27.29 138.88 136.46 224.63
7 multin_zz1000_71001_barra_momentum_botG -133.20 -179.06 -17.26 -159.06 -17.26 -32.62 133.54 131.12 219.30
8 multin_zz1000_71001_barra_nonlinearsize_botG -148.22 -194.08 -32.28 -174.08 -32.28 -47.65 118.52 116.10 204.28
9 multin_zz1000_71001_barra_size_botG -148.22 -194.08 -32.28 -174.08 -32.28 -47.65 118.52 116.10 204.28