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_20251020_151523
0 multin_zz1000_71001_barra_nonlinearsize_botG 111.84 109.04 188.45 130.83 188.45 0.75 -122.18 -110.38 -63.74
1 multin_zz1000_71001_barra_size_botG 111.84 109.04 188.45 130.83 188.45 0.75 -122.18 -110.38 -63.74
2 multin_zz1000_71001_barra_growth_botG 93.85 91.04 170.45 112.84 170.45 -17.24 -140.17 -128.37 -81.73
3 multin_zz1000_71001_barra_liquidity_topG 91.85 89.04 168.45 110.84 168.45 -19.24 -142.17 -130.37 -83.73
4 multin_zz1000_71001_barra_beta_topG 83.33 80.52 159.93 102.32 159.93 -27.76 -150.69 -138.90 -92.25
5 multin_zz1000_71001_barra_residualvolatility_botG 58.08 55.27 134.68 77.07 134.69 -53.01 -175.94 -164.14 -117.50
6 multin_zz1000_71001_barra_momentum_botG 33.30 30.49 109.90 52.29 109.91 -77.79 -200.72 -188.92 -142.28
7 multin_zz1000_71001_barra_btop_botG 32.16 29.35 108.76 51.14 108.76 -78.94 -201.87 -190.07 -143.43
8 multin_zz1000_71001_barra_earningsyield_botG 30.50 27.69 107.10 49.49 107.10 -80.60 -203.53 -191.73 -145.08
9 multin_zz1000_71001_barra_leverage_botG 24.15 21.34 100.75 43.13 100.75 -86.95 -209.88 -198.08 -151.44