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_20251105_151521
0 multin_zz1000_71001_barra_nonlinearsize_botG 78.61 93.02 121.83 101.43 121.84 29.40 -118.39 -175.07 -75.60
1 multin_zz1000_71001_barra_size_botG 78.61 93.02 121.83 101.43 121.84 29.40 -118.39 -175.07 -75.60
2 multin_zz1000_71001_barra_growth_botG 39.29 53.70 82.51 62.11 82.51 -9.92 -157.71 -214.39 -114.92
3 multin_zz1000_71001_barra_momentum_botG 38.66 53.07 81.88 61.48 81.88 -10.55 -158.34 -215.02 -115.55
4 multin_zz1000_71001_barra_liquidity_topG 29.31 43.72 72.53 52.13 72.53 -19.90 -167.69 -224.38 -124.90
5 multin_zz1000_71001_barra_residualvolatility_botG 25.50 39.91 68.72 48.32 68.72 -23.71 -171.50 -228.19 -128.71
6 multin_zz1000_71001_barra_leverage_botG -8.95 5.46 34.27 13.87 34.27 -58.16 -205.95 -262.63 -163.16
7 multin_zz1000_71001_barra_beta_topG -17.40 -2.98 25.83 5.42 25.83 -66.60 -214.40 -271.08 -171.60
8 multin_zz1000_71001_barra_earningsyield_botG -37.54 -23.13 5.68 -14.72 5.68 -86.75 -234.54 -291.22 -191.75
9 multin_zz1000_71001_barra_btop_botG -41.52 -27.10 1.70 -18.70 1.71 -90.73 -238.52 -295.20 -195.72