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_20251023_151521
0 multin_zz1000_71001_barra_residualvolatility_botG 89.04 65.66 84.06 55.80 84.06 47.07 102.92 62.84 125.45
1 multin_zz1000_71001_barra_momentum_botG 61.44 38.06 56.46 28.20 56.46 19.47 75.32 35.24 97.85
2 multin_zz1000_71001_barra_size_botG 27.23 3.85 22.26 -6.01 22.26 -14.74 41.11 1.03 63.65
3 multin_zz1000_71001_barra_nonlinearsize_botG 27.23 3.85 22.26 -6.01 22.26 -14.74 41.11 1.03 63.65
4 multin_zz1000_71001_barra_growth_botG 15.97 -7.41 11.00 -17.27 11.00 -26.00 29.85 -10.23 52.39
5 multin_zz1000_71001_barra_leverage_botG 10.00 -13.38 5.03 -23.24 5.03 -31.97 23.88 -16.20 46.42
6 multin_zz1000_71001_barra_earningsyield_botG -36.65 -60.03 -41.63 -69.89 -41.63 -78.62 -22.77 -62.85 -0.24
7 multin_zz1000_71001_barra_btop_botG -48.72 -72.10 -53.70 -81.96 -53.69 -90.69 -34.84 -74.92 -12.30
8 multin_zz1000_71001_barra_liquidity_topG -61.41 -84.79 -66.39 -94.65 -66.39 -103.39 -47.53 -87.61 -25.00
9 multin_zz1000_71001_barra_beta_topG -68.02 -91.41 -73.00 -101.27 -73.00 -110.00 -54.15 -94.22 -31.61