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_20250908_151517
0 multin_zz1000_71001_barra_momentum_botG 53.52 34.35 147.37 131.34 147.37 10.00 -87.39 -77.28 -52.28
1 multin_zz1000_71001_barra_residualvolatility_botG 38.95 19.78 132.80 116.77 132.80 -4.56 -101.96 -91.85 -66.85
2 multin_zz1000_71001_barra_size_botG 34.95 15.78 128.80 112.77 128.80 -8.56 -105.95 -95.85 -70.85
3 multin_zz1000_71001_barra_nonlinearsize_botG 34.95 15.78 128.80 112.77 128.80 -8.56 -105.95 -95.85 -70.85
4 multin_zz1000_71001_barra_earningsyield_botG 8.02 -11.15 101.87 85.85 101.87 -35.49 -132.88 -122.78 -97.77
5 multin_zz1000_71001_barra_growth_botG 6.45 -12.71 100.30 84.28 100.30 -37.06 -134.45 -124.34 -99.34
6 multin_zz1000_71001_barra_leverage_botG 2.87 -16.30 96.72 80.69 96.72 -40.64 -138.03 -127.93 -102.93
7 multin_zz1000_71001_barra_beta_topG -3.87 -23.04 89.98 73.95 89.98 -47.38 -144.77 -134.67 -109.67
8 multin_zz1000_71001_barra_liquidity_topG -12.26 -31.43 81.59 65.57 81.59 -55.77 -153.16 -143.05 -118.05
9 multin_zz1000_71001_barra_btop_botG -47.86 -67.03 45.99 29.96 45.99 -91.38 -188.77 -178.66 -153.66