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_20250926_151753
0 multin_zz1000_71001_barra_nonlinearsize_botG 134.14 126.92 -4.98 88.15 -4.98 20.02 124.94 111.92 120.69
1 multin_zz1000_71001_barra_size_botG 134.14 126.92 -4.98 88.15 -4.98 20.02 124.94 111.92 120.69
2 multin_zz1000_71001_barra_momentum_botG 122.59 115.38 -16.52 76.61 -16.52 8.48 113.40 100.38 109.14
3 multin_zz1000_71001_barra_residualvolatility_botG 84.05 76.84 -55.07 38.07 -55.07 -30.06 74.86 61.84 70.60
4 multin_zz1000_71001_barra_growth_botG 57.05 49.83 -82.07 11.06 -82.07 -57.07 47.85 34.83 43.60
5 multin_zz1000_71001_barra_leverage_botG 50.17 42.95 -88.95 4.18 -88.95 -63.95 40.97 27.95 36.72
6 multin_zz1000_71001_barra_earningsyield_botG -64.52 -71.73 -203.64 -110.50 -203.64 -178.63 -73.71 -86.73 -77.97
7 multin_zz1000_71001_barra_beta_topG -96.42 -103.64 -235.54 -142.41 -235.54 -210.54 -105.62 -118.64 -109.87
8 multin_zz1000_71001_barra_btop_botG -99.57 -106.78 -238.69 -145.55 -238.69 -213.68 -108.76 -121.78 -113.02
9 multin_zz1000_71001_barra_liquidity_topG -102.42 -109.63 -241.54 -148.40 -241.54 -216.53 -111.62 -124.63 -115.87