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_20251208_151522
0 multin_zz1000_71001_barra_beta_topG 154.58 159.29 266.41 186.08 266.41 164.76 124.89 112.52 119.99
1 multin_zz1000_71001_barra_liquidity_topG 127.72 132.43 239.55 159.22 239.55 137.90 98.03 85.66 93.13
2 multin_zz1000_71001_barra_btop_botG 86.28 90.99 198.11 117.79 198.11 96.46 56.59 44.23 51.70
3 multin_zz1000_71001_barra_earningsyield_botG 41.83 46.54 153.67 73.34 153.66 52.01 12.14 -0.22 7.25
4 multin_zz1000_71001_barra_growth_botG 2.30 7.01 114.13 33.81 114.13 12.48 -27.39 -39.75 -32.28
5 multin_zz1000_71001_barra_leverage_botG -0.81 3.90 111.02 30.70 111.02 9.37 -30.50 -42.86 -35.39
6 multin_zz1000_71001_barra_nonlinearsize_botG -19.67 -14.96 92.17 11.84 92.16 -9.49 -49.36 -61.72 -54.25
7 multin_zz1000_71001_barra_size_botG -19.67 -14.96 92.17 11.84 92.16 -9.49 -49.36 -61.72 -54.25
8 multin_zz1000_71001_barra_residualvolatility_botG -57.78 -53.07 54.05 -26.28 54.05 -47.60 -87.47 -99.84 -92.37
9 multin_zz1000_71001_barra_momentum_botG -83.31 -78.60 28.52 -51.81 28.52 -73.13 -113.00 -125.37 -117.90