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_20251209_151524
0 multin_zz1000_71001_barra_beta_topG 21.47 33.46 -32.97 16.58 -32.97 50.92 248.67 262.79 281.21
1 multin_zz1000_71001_barra_btop_botG 12.05 24.04 -42.39 7.16 -42.39 41.50 239.26 253.37 271.79
2 multin_zz1000_71001_barra_earningsyield_botG -4.63 7.36 -59.07 -9.52 -59.07 24.82 222.58 236.70 255.11
3 multin_zz1000_71001_barra_growth_botG -8.43 3.57 -62.86 -13.32 -62.86 21.03 218.78 232.90 251.31
4 multin_zz1000_71001_barra_liquidity_topG -8.93 3.07 -63.36 -13.82 -63.36 20.53 218.28 232.40 250.81
5 multin_zz1000_71001_barra_momentum_botG -22.41 -10.42 -76.84 -27.30 -76.84 7.05 204.80 218.92 237.33
6 multin_zz1000_71001_barra_residualvolatility_botG -23.53 -11.54 -77.97 -28.42 -77.96 5.92 203.68 217.80 236.21
7 multin_zz1000_71001_barra_leverage_botG -25.61 -13.62 -80.05 -30.50 -80.05 3.84 201.59 215.71 234.13
8 multin_zz1000_71001_barra_nonlinearsize_botG -60.52 -48.52 -114.95 -65.40 -114.95 -31.06 166.69 180.81 199.23
9 multin_zz1000_71001_barra_size_botG -60.52 -48.52 -114.95 -65.40 -114.95 -31.06 166.69 180.81 199.23