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_20251125_151522
0 multin_zz1000_71001_barra_beta_topG 99.05 104.41 237.93 140.30 237.94 86.75 12.45 15.58 83.71
1 multin_zz1000_71001_barra_liquidity_topG 91.51 96.88 230.40 132.77 230.40 79.21 4.92 8.05 76.18
2 multin_zz1000_71001_barra_btop_botG 32.50 37.87 171.39 73.76 171.39 20.20 -54.10 -50.96 17.17
3 multin_zz1000_71001_barra_earningsyield_botG 31.27 36.64 170.16 72.53 170.16 18.97 -55.32 -52.19 15.94
4 multin_zz1000_71001_barra_growth_botG 22.56 27.93 161.45 63.82 161.45 10.26 -64.04 -60.90 7.23
5 multin_zz1000_71001_barra_nonlinearsize_botG 11.13 16.49 150.02 52.39 150.02 -1.17 -75.47 -72.34 -4.20
6 multin_zz1000_71001_barra_size_botG 11.13 16.49 150.02 52.39 150.02 -1.17 -75.47 -72.34 -4.20
7 multin_zz1000_71001_barra_leverage_botG 10.31 15.67 149.19 51.56 149.20 -1.99 -76.29 -73.16 -5.03
8 multin_zz1000_71001_barra_residualvolatility_botG -37.03 -31.66 101.86 4.23 101.86 -49.33 -123.63 -120.49 -52.36
9 multin_zz1000_71001_barra_momentum_botG -54.59 -49.22 84.30 -13.33 84.30 -66.89 -141.19 -138.05 -69.92