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_20251212_151525
0 multin_zz1000_71001_barra_beta_topG 49.37 -5.32 124.20 72.03 124.21 167.56 111.78 154.42 171.91
1 multin_zz1000_71001_barra_btop_botG 32.48 -22.22 107.31 55.13 107.31 150.66 94.89 137.53 155.01
2 multin_zz1000_71001_barra_earningsyield_botG -3.26 -57.95 71.57 19.39 71.57 114.92 59.15 101.79 119.28
3 multin_zz1000_71001_barra_liquidity_topG -16.81 -71.51 58.02 5.84 58.02 101.37 45.60 88.24 105.73
4 multin_zz1000_71001_barra_leverage_botG -39.63 -94.33 35.20 -16.98 35.20 78.55 22.78 65.41 82.90
5 multin_zz1000_71001_barra_residualvolatility_botG -72.19 -126.88 2.65 -49.53 2.65 46.00 -9.77 32.86 50.35
6 multin_zz1000_71001_barra_momentum_botG -78.85 -133.54 -4.01 -56.19 -4.01 39.34 -16.43 26.20 43.69
7 multin_zz1000_71001_barra_growth_botG -79.38 -134.08 -4.55 -56.73 -4.55 38.80 -16.97 25.67 43.15
8 multin_zz1000_71001_barra_nonlinearsize_botG -132.07 -186.76 -57.24 -109.41 -57.23 -13.89 -69.66 -27.02 -9.53
9 multin_zz1000_71001_barra_size_botG -132.07 -186.76 -57.24 -109.42 -57.24 -13.89 -69.66 -27.02 -9.53