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_20251210_151520
0 multin_zz1000_71001_barra_btop_botG -6.56 -16.34 35.40 49.31 35.40 87.58 112.48 52.50 35.04
1 multin_zz1000_71001_barra_momentum_botG -19.20 -28.98 22.76 36.67 22.76 74.94 99.84 39.86 22.40
2 multin_zz1000_71001_barra_liquidity_topG -23.67 -33.45 18.29 32.20 18.29 70.47 95.37 35.39 17.93
3 multin_zz1000_71001_barra_earningsyield_botG -24.94 -34.71 17.03 30.94 17.03 69.21 94.11 34.13 16.67
4 multin_zz1000_71001_barra_growth_botG -40.45 -50.23 1.51 15.42 1.51 53.69 78.59 18.61 1.15
5 multin_zz1000_71001_barra_beta_topG -49.61 -59.39 -7.65 6.26 -7.65 44.53 69.43 9.45 -8.01
6 multin_zz1000_71001_barra_leverage_botG -59.45 -69.23 -17.49 -3.57 -17.48 34.70 59.59 -0.39 -17.85
7 multin_zz1000_71001_barra_residualvolatility_botG -62.91 -72.69 -20.94 -7.03 -20.94 31.24 56.14 -3.85 -21.31
8 multin_zz1000_71001_barra_nonlinearsize_botG -119.89 -129.66 -77.92 -64.01 -77.92 -25.74 -0.84 -60.82 -78.28
9 multin_zz1000_71001_barra_size_botG -119.89 -129.66 -77.92 -64.01 -77.92 -25.74 -0.84 -60.82 -78.28