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_20251217_151536
0 multin_zz1000_71001_barra_beta_topG 98.83 53.37 246.86 61.83 246.86 222.93 211.54 176.83 182.85
1 multin_zz1000_71001_barra_earningsyield_botG -30.01 -75.47 118.02 -67.01 118.02 94.10 82.70 47.99 54.01
2 multin_zz1000_71001_barra_btop_botG -30.75 -76.20 117.29 -67.74 117.29 93.36 81.97 47.26 53.28
3 multin_zz1000_71001_barra_liquidity_topG -42.14 -87.59 105.90 -79.13 105.90 81.97 70.58 35.87 41.89
4 multin_zz1000_71001_barra_leverage_botG -70.99 -116.45 77.04 -107.99 77.04 53.11 41.72 7.01 13.03
5 multin_zz1000_71001_barra_residualvolatility_botG -100.65 -146.11 47.39 -137.65 47.38 23.46 12.07 -22.65 -16.63
6 multin_zz1000_71001_barra_growth_botG -110.32 -155.78 37.71 -147.32 37.71 13.79 2.39 -32.32 -26.30
7 multin_zz1000_71001_barra_momentum_botG -110.54 -156.00 37.50 -147.54 37.49 13.57 2.18 -32.54 -26.52
8 multin_zz1000_71001_barra_nonlinearsize_botG -138.80 -184.26 9.23 -175.80 9.23 -14.69 -26.09 -60.80 -54.78
9 multin_zz1000_71001_barra_size_botG -138.80 -184.26 9.23 -175.80 9.23 -14.69 -26.09 -60.80 -54.78