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_20251031_151522
0 multin_zz1000_71001_barra_nonlinearsize_botG 126.65 227.37 160.08 300.87 160.08 5.37 -61.39 -61.72 -33.34
1 multin_zz1000_71001_barra_size_botG 126.65 227.37 160.08 300.87 160.08 5.37 -61.39 -61.71 -33.34
2 multin_zz1000_71001_barra_growth_botG 100.75 201.47 134.18 274.97 134.18 -20.53 -87.29 -87.62 -59.24
3 multin_zz1000_71001_barra_earningsyield_botG 73.44 174.16 106.87 247.66 106.87 -47.84 -114.60 -114.93 -86.55
4 multin_zz1000_71001_barra_momentum_botG 71.53 172.25 104.95 245.74 104.95 -49.76 -116.51 -116.84 -88.46
5 multin_zz1000_71001_barra_leverage_botG 60.66 161.38 94.09 234.88 94.08 -60.63 -127.38 -127.71 -99.33
6 multin_zz1000_71001_barra_residualvolatility_botG 54.57 155.29 88.00 228.79 88.00 -66.71 -133.47 -133.79 -105.41
7 multin_zz1000_71001_barra_btop_botG 24.42 125.14 57.85 198.64 57.85 -96.87 -163.62 -163.95 -135.57
8 multin_zz1000_71001_barra_liquidity_topG 19.61 120.33 53.03 193.82 53.03 -101.68 -168.43 -168.76 -140.38
9 multin_zz1000_71001_barra_beta_topG -37.92 62.80 -4.50 136.29 -4.50 -159.21 -225.96 -226.29 -197.91