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_20251014_151542
0 multin_zz1000_71001_barra_momentum_botG 184.87 236.05 -4.67 109.02 -4.67 57.48 17.84 -32.97 -43.97
1 multin_zz1000_71001_barra_nonlinearsize_botG 172.61 223.79 -16.93 96.76 -16.93 45.22 5.57 -45.23 -56.23
2 multin_zz1000_71001_barra_size_botG 172.61 223.79 -16.93 96.76 -16.93 45.22 5.57 -45.23 -56.23
3 multin_zz1000_71001_barra_growth_botG 106.21 157.39 -83.33 30.36 -83.34 -21.18 -60.83 -111.64 -122.63
4 multin_zz1000_71001_barra_residualvolatility_botG 95.87 147.05 -93.67 20.02 -93.67 -31.52 -71.16 -121.97 -132.97
5 multin_zz1000_71001_barra_leverage_botG 82.97 134.15 -106.57 7.12 -106.57 -44.42 -84.07 -134.87 -145.87
6 multin_zz1000_71001_barra_earningsyield_botG -29.41 21.77 -218.95 -105.26 -218.95 -156.80 -196.44 -247.25 -258.25
7 multin_zz1000_71001_barra_liquidity_topG -36.25 14.93 -225.79 -112.10 -225.79 -163.64 -203.28 -254.09 -265.09
8 multin_zz1000_71001_barra_btop_botG -53.16 -1.99 -242.71 -129.02 -242.71 -180.56 -220.20 -271.01 -282.01
9 multin_zz1000_71001_barra_beta_topG -92.71 -41.53 -282.25 -168.56 -282.25 -220.10 -259.75 -310.56 -321.55