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_20251017_151526
0 multin_zz1000_71001_barra_nonlinearsize_botG 131.31 138.42 -157.66 69.11 -157.66 23.14 242.23 159.39 179.56
1 multin_zz1000_71001_barra_size_botG 131.31 138.42 -157.66 69.11 -157.66 23.14 242.23 159.39 179.56
2 multin_zz1000_71001_barra_momentum_botG 123.90 131.01 -165.08 61.70 -165.08 15.73 234.82 151.97 172.14
3 multin_zz1000_71001_barra_growth_botG 99.58 106.70 -189.39 37.38 -189.39 -8.59 210.51 127.66 147.83
4 multin_zz1000_71001_barra_leverage_botG 83.24 90.36 -205.73 21.04 -205.73 -24.93 194.17 111.32 131.49
5 multin_zz1000_71001_barra_residualvolatility_botG 62.59 69.70 -226.39 0.39 -226.39 -45.58 173.51 90.66 110.83
6 multin_zz1000_71001_barra_earningsyield_botG -6.98 0.14 -295.95 -69.18 -295.95 -115.15 103.95 21.10 41.27
7 multin_zz1000_71001_barra_btop_botG -15.55 -8.44 -304.53 -77.75 -304.53 -123.72 95.37 12.52 32.69
8 multin_zz1000_71001_barra_liquidity_topG -39.00 -31.88 -327.97 -101.20 -327.97 -147.17 71.93 -10.92 9.25
9 multin_zz1000_71001_barra_beta_topG -80.33 -73.21 -369.30 -142.53 -369.30 -188.50 30.60 -52.25 -32.08