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_20251022_151520
0 multin_zz1000_71001_barra_nonlinearsize_botG 92.65 129.82 53.01 82.01 53.01 27.51 -10.89 75.15 71.12
1 multin_zz1000_71001_barra_size_botG 92.65 129.82 53.01 82.01 53.01 27.51 -10.89 75.15 71.12
2 multin_zz1000_71001_barra_growth_botG 60.26 97.44 20.63 49.63 20.63 -4.87 -43.27 42.77 38.74
3 multin_zz1000_71001_barra_momentum_botG 52.55 89.72 12.91 41.91 12.91 -12.59 -50.99 35.05 31.02
4 multin_zz1000_71001_barra_residualvolatility_botG 41.83 79.01 2.19 31.20 2.20 -23.30 -61.70 24.34 20.31
5 multin_zz1000_71001_barra_leverage_botG 30.42 67.60 -9.22 19.79 -9.22 -34.72 -73.12 12.92 8.89
6 multin_zz1000_71001_barra_earningsyield_botG 11.09 48.27 -28.54 0.46 -28.54 -54.04 -92.44 -6.40 -10.43
7 multin_zz1000_71001_barra_btop_botG 6.80 43.98 -32.83 -3.83 -32.83 -58.33 -96.73 -10.69 -14.72
8 multin_zz1000_71001_barra_beta_topG -3.21 33.97 -42.84 -13.84 -42.84 -68.34 -106.74 -20.70 -24.73
9 multin_zz1000_71001_barra_liquidity_topG -8.59 28.58 -48.23 -19.22 -48.23 -73.73 -112.13 -26.09 -30.12