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_20251222_151523
0 multin_zz1000_71001_barra_beta_topG 95.24 84.59 206.82 110.33 206.82 183.05 163.83 136.86 112.91
1 multin_zz1000_71001_barra_liquidity_topG 13.38 2.72 124.96 28.46 124.96 101.19 81.97 55.00 31.05
2 multin_zz1000_71001_barra_btop_botG 2.52 -8.13 114.11 17.61 114.11 90.34 71.12 44.15 20.20
3 multin_zz1000_71001_barra_earningsyield_botG -18.22 -28.87 93.36 -3.13 93.36 69.59 50.37 23.40 -0.54
4 multin_zz1000_71001_barra_residualvolatility_botG -65.00 -75.66 46.58 -49.92 46.58 22.81 3.59 -23.38 -47.33
5 multin_zz1000_71001_barra_growth_botG -67.97 -78.63 43.61 -52.89 43.61 19.84 0.62 -26.35 -50.30
6 multin_zz1000_71001_barra_leverage_botG -73.31 -83.96 38.28 -58.22 38.28 14.51 -4.72 -31.68 -55.63
7 multin_zz1000_71001_barra_momentum_botG -93.00 -103.66 18.58 -77.92 18.58 -5.19 -24.41 -51.38 -75.33
8 multin_zz1000_71001_barra_nonlinearsize_botG -103.05 -113.70 8.53 -87.96 8.53 -15.24 -34.46 -61.43 -85.37
9 multin_zz1000_71001_barra_size_botG -103.05 -113.70 8.53 -87.96 8.53 -15.24 -34.46 -61.43 -85.37