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_20251021_151518
0 multin_zz1000_71001_barra_nonlinearsize_botG 117.19 98.50 267.60 110.09 267.60 64.06 -283.40 -356.55 -452.78
1 multin_zz1000_71001_barra_size_botG 117.19 98.50 267.60 110.09 267.60 64.06 -283.40 -356.55 -452.78
2 multin_zz1000_71001_barra_beta_topG 91.95 73.26 242.36 84.85 242.36 38.81 -308.65 -381.80 -478.03
3 multin_zz1000_71001_barra_growth_botG 53.94 35.25 204.35 46.84 204.35 0.80 -346.65 -419.81 -516.04
4 multin_zz1000_71001_barra_btop_botG 46.59 27.90 197.00 39.49 197.00 -6.54 -354.00 -427.15 -523.38
5 multin_zz1000_71001_barra_earningsyield_botG 35.76 17.07 186.17 28.66 186.17 -17.37 -364.83 -437.98 -534.22
6 multin_zz1000_71001_barra_residualvolatility_botG 27.08 8.39 177.49 19.98 177.49 -26.06 -373.52 -446.67 -542.90
7 multin_zz1000_71001_barra_liquidity_topG 20.26 1.57 170.67 13.16 170.67 -32.88 -380.33 -453.49 -549.72
8 multin_zz1000_71001_barra_leverage_botG 16.06 -2.63 166.47 8.96 166.47 -37.08 -384.53 -457.68 -553.92
9 multin_zz1000_71001_barra_momentum_botG -33.64 -52.33 116.77 -40.74 116.77 -86.78 -434.23 -507.39 -603.62