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_20251016_180028
0 multin_zz1000_71001_barra_momentum_botG 46.49 23.68 -62.42 -92.01 -62.42 57.38 173.02 149.40 151.49
1 multin_zz1000_71001_barra_leverage_botG 18.74 -4.07 -90.17 -119.76 -90.17 29.63 145.27 121.65 123.74
2 multin_zz1000_71001_barra_residualvolatility_botG 14.74 -8.07 -94.17 -123.76 -94.17 25.63 141.27 117.65 119.74
3 multin_zz1000_71001_barra_growth_botG 0.29 -22.53 -108.63 -138.21 -108.63 11.17 126.82 103.20 105.29
4 multin_zz1000_71001_barra_btop_botG -0.58 -23.39 -109.49 -139.08 -109.49 10.31 125.95 102.33 104.42
5 multin_zz1000_71001_barra_earningsyield_botG -8.43 -31.24 -117.34 -146.93 -117.34 2.46 118.10 94.48 96.57
6 multin_zz1000_71001_barra_size_botG -17.14 -39.95 -126.05 -155.64 -126.05 -6.25 109.39 85.77 87.86
7 multin_zz1000_71001_barra_nonlinearsize_botG -17.14 -39.95 -126.05 -155.64 -126.05 -6.25 109.39 85.77 87.86
8 multin_zz1000_71001_barra_beta_topG -19.32 -42.13 -128.23 -157.82 -128.23 -8.43 107.21 83.59 85.68
9 multin_zz1000_71001_barra_liquidity_topG -30.86 -53.68 -139.78 -169.36 -139.78 -19.98 95.67 72.05 74.13