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_20251205_151541
0 multin_zz1000_71001_barra_beta_topG 74.64 83.75 202.79 121.03 202.79 46.55 -139.56 -163.25 -169.63
1 multin_zz1000_71001_barra_liquidity_topG 64.60 73.71 192.74 110.99 192.74 36.51 -149.60 -173.29 -179.67
2 multin_zz1000_71001_barra_size_botG 46.07 55.18 174.21 92.46 174.21 17.97 -168.13 -191.82 -198.21
3 multin_zz1000_71001_barra_nonlinearsize_botG 46.07 55.18 174.21 92.46 174.21 17.97 -168.13 -191.82 -198.21
4 multin_zz1000_71001_barra_btop_botG 44.74 53.86 172.89 91.14 172.89 16.65 -169.46 -193.15 -199.53
5 multin_zz1000_71001_barra_earningsyield_botG 41.11 50.23 169.26 87.51 169.26 13.02 -173.08 -196.78 -203.16
6 multin_zz1000_71001_barra_growth_botG 23.24 32.36 151.39 69.64 151.39 -4.85 -190.95 -214.65 -221.03
7 multin_zz1000_71001_barra_residualvolatility_botG 9.75 18.86 137.89 56.14 137.89 -18.34 -204.45 -228.14 -234.52
8 multin_zz1000_71001_barra_leverage_botG 6.46 15.58 134.61 52.86 134.61 -21.63 -207.73 -231.43 -237.81
9 multin_zz1000_71001_barra_momentum_botG -28.40 -19.29 99.75 17.99 99.75 -56.49 -242.60 -266.29 -272.67