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_20251223_151525
0 multin_zz1000_71001_barra_beta_topG 73.63 50.62 52.63 33.84 52.63 122.76 376.15 401.46 406.73
1 multin_zz1000_71001_barra_liquidity_topG 4.70 -18.32 -16.30 -35.09 -16.30 53.83 307.22 332.53 337.80
2 multin_zz1000_71001_barra_btop_botG -31.29 -54.31 -52.29 -71.08 -52.29 17.84 271.23 296.54 301.81
3 multin_zz1000_71001_barra_residualvolatility_botG -31.60 -54.62 -52.61 -71.39 -52.60 17.53 270.92 296.23 301.50
4 multin_zz1000_71001_barra_earningsyield_botG -39.01 -62.03 -60.01 -78.80 -60.01 10.12 263.51 288.82 294.09
5 multin_zz1000_71001_barra_leverage_botG -40.76 -63.77 -61.76 -80.55 -61.76 8.38 261.76 287.07 292.34
6 multin_zz1000_71001_barra_growth_botG -85.94 -108.96 -106.95 -125.74 -106.95 -36.81 216.57 241.89 247.16
7 multin_zz1000_71001_barra_nonlinearsize_botG -93.67 -116.69 -114.68 -133.46 -114.67 -44.54 208.85 234.16 239.43
8 multin_zz1000_71001_barra_size_botG -93.67 -116.69 -114.68 -133.46 -114.67 -44.54 208.85 234.16 239.43
9 multin_zz1000_71001_barra_momentum_botG -97.83 -120.84 -118.83 -137.62 -118.83 -48.70 204.69 230.00 235.27