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_20251224_151514
0 multin_zz1000_71001_barra_beta_topG 53.55 72.94 206.47 175.10 206.48 97.34 110.35 154.73 181.59
1 multin_zz1000_71001_barra_liquidity_topG 45.62 65.00 198.54 167.17 198.54 89.41 102.42 146.80 173.66
2 multin_zz1000_71001_barra_earningsyield_botG -7.70 11.68 145.22 113.85 145.22 36.09 49.10 93.47 120.34
3 multin_zz1000_71001_barra_btop_botG -14.30 5.09 138.63 107.26 138.63 29.49 42.51 86.88 113.75
4 multin_zz1000_71001_barra_residualvolatility_botG -32.52 -13.14 120.40 89.03 120.41 11.27 24.28 68.66 95.52
5 multin_zz1000_71001_barra_growth_botG -34.47 -15.09 118.45 87.08 118.45 9.31 22.33 66.70 93.57
6 multin_zz1000_71001_barra_momentum_botG -41.88 -22.50 111.04 79.67 111.04 1.91 14.92 59.30 86.16
7 multin_zz1000_71001_barra_leverage_botG -47.42 -28.04 105.50 74.13 105.50 -3.63 9.38 53.75 80.62
8 multin_zz1000_71001_barra_nonlinearsize_botG -78.22 -58.84 74.70 43.33 74.70 -34.44 -21.42 22.95 49.82
9 multin_zz1000_71001_barra_size_botG -78.22 -58.84 74.70 43.33 74.70 -34.44 -21.42 22.95 49.82