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_20251229_151529
0 multin_zz1000_71001_barra_beta_topG 24.04 50.22 13.90 52.01 13.90 19.33 146.23 243.01 280.72
1 multin_zz1000_71001_barra_btop_botG 13.00 39.18 2.86 40.97 2.86 8.29 135.19 231.96 269.68
2 multin_zz1000_71001_barra_earningsyield_botG 11.03 37.21 0.89 39.00 0.89 6.32 133.22 230.00 267.71
3 multin_zz1000_71001_barra_residualvolatility_botG 7.02 33.21 -3.12 35.00 -3.12 2.31 129.21 225.99 263.71
4 multin_zz1000_71001_barra_leverage_botG 0.69 26.88 -9.45 28.67 -9.45 -4.02 122.88 219.66 257.38
5 multin_zz1000_71001_barra_nonlinearsize_botG -15.34 10.84 -25.48 12.63 -25.48 -20.05 106.85 203.63 241.34
6 multin_zz1000_71001_barra_size_botG -15.34 10.84 -25.48 12.63 -25.48 -20.05 106.85 203.63 241.34
7 multin_zz1000_71001_barra_growth_botG -18.07 8.11 -28.21 9.90 -28.21 -22.78 104.12 200.90 238.61
8 multin_zz1000_71001_barra_momentum_botG -20.54 5.64 -30.68 7.43 -30.68 -25.25 101.65 198.43 236.14
9 multin_zz1000_71001_barra_liquidity_topG -34.72 -8.53 -44.86 -6.74 -44.86 -39.43 87.47 184.25 221.97