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_20251113_151541
0 multin_zz1000_71001_barra_liquidity_topG 47.09 33.07 187.27 64.30 187.28 89.92 19.40 60.94 59.54
1 multin_zz1000_71001_barra_beta_topG -4.94 -18.96 135.24 12.27 135.25 37.89 -32.63 8.91 7.51
2 multin_zz1000_71001_barra_earningsyield_botG -5.15 -19.17 135.03 12.06 135.04 37.68 -32.84 8.70 7.30
3 multin_zz1000_71001_barra_btop_botG -11.00 -25.03 129.18 6.21 129.18 31.82 -38.69 2.85 1.44
4 multin_zz1000_71001_barra_growth_botG -12.49 -26.51 127.69 4.72 127.70 30.34 -40.18 1.36 -0.04
5 multin_zz1000_71001_barra_nonlinearsize_botG -41.65 -55.67 98.54 -24.44 98.54 1.18 -69.34 -27.80 -29.20
6 multin_zz1000_71001_barra_size_botG -41.65 -55.67 98.54 -24.44 98.54 1.18 -69.34 -27.80 -29.20
7 multin_zz1000_71001_barra_momentum_botG -58.62 -72.64 81.57 -41.40 81.57 -15.79 -86.31 -44.76 -46.17
8 multin_zz1000_71001_barra_leverage_botG -59.46 -73.48 80.72 -42.25 80.73 -16.63 -87.15 -45.61 -47.01
9 multin_zz1000_71001_barra_residualvolatility_botG -76.67 -90.69 63.52 -59.46 63.52 -33.84 -104.36 -62.82 -64.22