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_20251226_151541
0 multin_zz1000_71001_barra_liquidity_topG 34.66 1.91 69.66 36.45 69.66 125.95 215.39 216.94 215.03
1 multin_zz1000_71001_barra_earningsyield_botG -18.63 -51.38 16.37 -16.83 16.37 72.66 162.10 163.66 161.74
2 multin_zz1000_71001_barra_growth_botG -39.37 -72.12 -4.37 -37.58 -4.37 51.91 141.35 142.91 141.00
3 multin_zz1000_71001_barra_beta_topG -40.10 -72.85 -5.10 -38.31 -5.10 51.18 140.62 142.18 140.27
4 multin_zz1000_71001_barra_momentum_botG -43.64 -76.39 -8.64 -41.85 -8.64 47.64 137.08 138.64 136.73
5 multin_zz1000_71001_barra_btop_botG -47.98 -80.73 -12.98 -46.18 -12.98 43.31 132.75 134.31 132.39
6 multin_zz1000_71001_barra_leverage_botG -65.06 -97.81 -30.06 -63.27 -30.06 26.23 115.67 117.23 115.31
7 multin_zz1000_71001_barra_residualvolatility_botG -75.17 -107.92 -40.18 -73.38 -40.18 16.11 105.55 107.11 105.19
8 multin_zz1000_71001_barra_nonlinearsize_botG -98.91 -131.66 -63.92 -97.12 -63.92 -7.63 81.81 83.37 81.46
9 multin_zz1000_71001_barra_size_botG -98.91 -131.66 -63.92 -97.12 -63.92 -7.63 81.81 83.37 81.46