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_20250826_151518
0 multin_zz1000_71001_barra_nonlinearsize_botG 61.04 45.20 61.11 101.65 61.11 9.30 18.19 66.89 96.26
1 multin_zz1000_71001_barra_size_botG 61.04 45.20 61.11 101.65 61.11 9.30 18.19 66.89 96.26
2 multin_zz1000_71001_barra_residualvolatility_botG 57.27 41.43 57.34 97.88 57.34 5.52 14.42 63.12 92.48
3 multin_zz1000_71001_barra_growth_botG 40.26 24.42 40.33 80.87 40.33 -11.49 -2.59 46.11 75.47
4 multin_zz1000_71001_barra_momentum_botG 36.00 20.16 36.07 76.61 36.07 -15.74 -6.85 41.85 71.22
5 multin_zz1000_71001_barra_leverage_botG -31.28 -47.12 -31.21 9.33 -31.21 -83.03 -74.13 -25.43 3.93
6 multin_zz1000_71001_barra_liquidity_topG -52.43 -68.27 -52.36 -11.82 -52.36 -104.18 -95.28 -46.58 -17.22
7 multin_zz1000_71001_barra_earningsyield_botG -58.88 -74.72 -58.81 -18.27 -58.81 -110.63 -101.73 -53.03 -23.67
8 multin_zz1000_71001_barra_beta_topG -59.01 -74.85 -58.94 -18.40 -58.94 -110.75 -101.86 -53.16 -23.79
9 multin_zz1000_71001_barra_btop_botG -71.39 -87.23 -71.33 -30.79 -71.33 -123.14 -114.24 -65.54 -36.18