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_20251230_151543
0 multin_zz1000_71001_barra_beta_topG 29.67 -3.07 35.76 9.54 35.76 87.08 88.32 42.74 21.64
1 multin_zz1000_71001_barra_btop_botG -6.53 -39.28 -0.44 -26.66 -0.44 50.88 52.11 6.53 -14.56
2 multin_zz1000_71001_barra_residualvolatility_botG -12.73 -45.47 -6.64 -32.86 -6.64 44.68 45.91 0.34 -20.76
3 multin_zz1000_71001_barra_liquidity_topG -21.20 -53.95 -15.11 -41.33 -15.11 36.21 37.44 -8.14 -29.24
4 multin_zz1000_71001_barra_leverage_botG -21.42 -54.17 -15.33 -41.55 -15.33 35.99 37.22 -8.36 -29.46
5 multin_zz1000_71001_barra_earningsyield_botG -30.00 -62.75 -23.91 -50.13 -23.91 27.41 28.64 -16.94 -38.04
6 multin_zz1000_71001_barra_momentum_botG -39.66 -72.41 -33.57 -59.79 -33.57 17.75 18.98 -26.60 -47.70
7 multin_zz1000_71001_barra_growth_botG -54.52 -87.26 -48.43 -74.65 -48.43 2.89 4.13 -41.45 -62.55
8 multin_zz1000_71001_barra_nonlinearsize_botG -59.06 -91.80 -52.97 -79.19 -52.97 -1.65 -0.41 -45.99 -67.09
9 multin_zz1000_71001_barra_size_botG -59.06 -91.80 -52.97 -79.19 -52.97 -1.65 -0.41 -45.99 -67.09