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_20251104_151528
0 multin_zz1000_71001_barra_momentum_botG 123.23 154.47 -11.21 63.46 -11.21 29.34 135.06 140.02 156.94
1 multin_zz1000_71001_barra_nonlinearsize_botG 107.68 138.91 -26.77 47.90 -26.77 13.78 119.50 124.46 141.38
2 multin_zz1000_71001_barra_size_botG 107.68 138.91 -26.77 47.90 -26.77 13.78 119.50 124.47 141.38
3 multin_zz1000_71001_barra_growth_botG 99.60 130.84 -34.84 39.82 -34.84 5.70 111.43 116.39 133.30
4 multin_zz1000_71001_barra_residualvolatility_botG 99.27 130.50 -35.18 39.49 -35.18 5.37 111.10 116.06 132.97
5 multin_zz1000_71001_barra_leverage_botG 45.40 76.64 -89.05 -14.38 -89.05 -48.50 57.23 62.19 79.10
6 multin_zz1000_71001_barra_liquidity_topG 3.90 35.14 -130.54 -55.88 -130.55 -90.00 15.73 20.69 37.60
7 multin_zz1000_71001_barra_earningsyield_botG -1.16 30.08 -135.61 -60.94 -135.61 -95.06 10.67 15.63 32.54
8 multin_zz1000_71001_barra_btop_botG -10.32 20.92 -144.76 -70.10 -144.76 -104.22 1.51 6.47 23.38
9 multin_zz1000_71001_barra_beta_topG -75.04 -43.80 -209.49 -134.82 -209.49 -168.94 -63.21 -58.25 -41.34