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_20251225_151525
0 multin_zz1000_71001_barra_liquidity_topG 39.23 57.58 138.29 118.97 138.29 39.71 19.75 70.66 88.75
1 multin_zz1000_71001_barra_earningsyield_botG 32.88 51.23 131.94 112.62 131.94 33.37 13.41 64.32 82.40
2 multin_zz1000_71001_barra_btop_botG 10.17 28.52 109.23 89.91 109.23 10.66 -9.30 41.61 59.69
3 multin_zz1000_71001_barra_leverage_botG 1.84 20.19 100.90 81.58 100.90 2.32 -17.64 33.27 51.36
4 multin_zz1000_71001_barra_beta_topG 0.50 18.85 99.56 80.24 99.56 0.99 -18.97 31.94 50.02
5 multin_zz1000_71001_barra_residualvolatility_botG -7.33 11.02 91.73 72.42 91.73 -6.84 -26.80 24.11 42.20
6 multin_zz1000_71001_barra_growth_botG -10.16 8.19 88.90 69.58 88.90 -9.67 -29.63 21.28 39.37
7 multin_zz1000_71001_barra_nonlinearsize_botG -19.21 -0.86 79.85 60.53 79.84 -18.73 -38.69 12.22 30.31
8 multin_zz1000_71001_barra_size_botG -19.21 -0.86 79.85 60.53 79.84 -18.73 -38.69 12.22 30.31
9 multin_zz1000_71001_barra_momentum_botG -26.19 -7.84 72.86 53.55 72.86 -25.71 -45.67 5.24 23.33