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_20251111_151520
0 multin_zz1000_71001_barra_nonlinearsize_botG 96.87 136.56 67.57 157.71 67.57 15.57 -25.98 -19.29 -30.65
1 multin_zz1000_71001_barra_size_botG 96.87 136.56 67.57 157.71 67.57 15.57 -25.98 -19.29 -30.65
2 multin_zz1000_71001_barra_momentum_botG 85.57 125.26 56.26 146.41 56.26 4.27 -37.29 -30.60 -41.95
3 multin_zz1000_71001_barra_growth_botG 64.09 103.78 34.79 124.93 34.79 -17.21 -58.76 -52.07 -63.43
4 multin_zz1000_71001_barra_residualvolatility_botG 45.09 84.77 15.78 105.93 15.78 -36.21 -77.77 -71.08 -82.44
5 multin_zz1000_71001_barra_liquidity_topG 37.37 77.06 8.07 98.21 8.07 -43.93 -85.48 -78.79 -90.15
6 multin_zz1000_71001_barra_leverage_botG 34.75 74.44 5.45 95.59 5.45 -46.55 -88.10 -81.41 -92.77
7 multin_zz1000_71001_barra_earningsyield_botG 27.38 67.07 -1.93 88.22 -1.92 -53.92 -95.47 -88.78 -100.14
8 multin_zz1000_71001_barra_btop_botG 0.80 40.49 -28.50 61.64 -28.50 -80.50 -122.05 -115.36 -126.72
9 multin_zz1000_71001_barra_beta_topG -33.29 6.39 -62.60 27.55 -62.60 -114.59 -156.15 -149.46 -160.81