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_20251110_151522
0 multin_zz1000_71001_barra_momentum_botG 110.37 116.26 138.04 103.02 138.04 72.98 98.60 74.28 39.28
1 multin_zz1000_71001_barra_growth_botG 78.99 84.87 106.65 71.63 106.65 41.59 67.22 42.89 7.89
2 multin_zz1000_71001_barra_leverage_botG 49.99 55.88 77.66 42.64 77.66 12.60 38.23 13.90 -21.10
3 multin_zz1000_71001_barra_nonlinearsize_botG 33.78 39.67 61.45 26.43 61.45 -3.61 22.01 -2.31 -37.31
4 multin_zz1000_71001_barra_size_botG 33.78 39.67 61.45 26.43 61.45 -3.61 22.01 -2.31 -37.31
5 multin_zz1000_71001_barra_residualvolatility_botG 31.78 37.67 59.45 24.43 59.45 -5.61 20.01 -4.32 -39.32
6 multin_zz1000_71001_barra_earningsyield_botG 22.24 28.13 49.91 14.89 49.91 -15.15 10.48 -13.85 -48.85
7 multin_zz1000_71001_barra_btop_botG -3.23 2.66 24.44 -10.58 24.44 -40.62 -15.00 -39.33 -74.33
8 multin_zz1000_71001_barra_liquidity_topG -14.26 -8.37 13.40 -21.61 13.41 -51.65 -26.03 -50.36 -85.36
9 multin_zz1000_71001_barra_beta_topG -65.66 -59.77 -37.99 -73.01 -37.99 -103.05 -77.43 -101.76 -136.76