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_20251126_155056
0 multin_zz1000_71001_barra_beta_topG 2.92 -20.90 1.41 -62.28 1.41 71.01 195.72 210.63 252.07
1 multin_zz1000_71001_barra_btop_botG -4.56 -28.38 -6.07 -69.77 -6.07 63.53 188.23 203.15 244.59
2 multin_zz1000_71001_barra_earningsyield_botG -22.98 -46.80 -24.49 -88.18 -24.49 45.11 169.82 184.73 226.17
3 multin_zz1000_71001_barra_leverage_botG -29.53 -53.35 -31.04 -94.74 -31.04 38.56 163.26 178.17 219.62
4 multin_zz1000_71001_barra_liquidity_topG -31.42 -55.24 -32.93 -96.62 -32.93 36.67 161.38 176.29 217.73
5 multin_zz1000_71001_barra_growth_botG -35.90 -59.73 -37.41 -101.11 -37.42 32.18 156.89 171.80 213.25
6 multin_zz1000_71001_barra_residualvolatility_botG -60.32 -84.14 -61.83 -125.53 -61.83 7.77 132.47 147.39 188.83
7 multin_zz1000_71001_barra_momentum_botG -60.96 -84.79 -62.47 -126.17 -62.48 7.12 131.83 146.74 188.19
8 multin_zz1000_71001_barra_nonlinearsize_botG -82.11 -105.94 -83.62 -147.32 -83.63 -14.03 110.68 125.59 167.04
9 multin_zz1000_71001_barra_size_botG -82.11 -105.94 -83.62 -147.32 -83.63 -14.03 110.68 125.59 167.04