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_20251112_151524
0 multin_zz1000_71001_barra_nonlinearsize_botG 49.70 40.44 -17.66 -20.51 -17.66 5.88 44.11 -31.32 -106.68
1 multin_zz1000_71001_barra_size_botG 49.70 40.44 -17.66 -20.51 -17.66 5.88 44.11 -31.32 -106.68
2 multin_zz1000_71001_barra_momentum_botG 45.25 35.98 -22.12 -24.97 -22.12 1.42 39.66 -35.78 -111.14
3 multin_zz1000_71001_barra_growth_botG 43.22 33.95 -24.15 -26.99 -24.14 -0.60 37.63 -37.80 -113.16
4 multin_zz1000_71001_barra_leverage_botG 33.85 24.58 -33.52 -36.37 -33.52 -9.98 28.25 -47.18 -122.54
5 multin_zz1000_71001_barra_btop_botG 27.49 18.22 -39.88 -42.73 -39.88 -16.34 21.90 -53.53 -128.90
6 multin_zz1000_71001_barra_residualvolatility_botG 26.90 17.63 -40.47 -43.32 -40.47 -16.93 21.31 -54.12 -129.49
7 multin_zz1000_71001_barra_earningsyield_botG 6.28 -2.99 -61.09 -63.94 -61.09 -37.55 0.68 -74.75 -150.11
8 multin_zz1000_71001_barra_beta_topG -16.53 -25.80 -83.90 -86.75 -83.90 -60.36 -22.12 -97.55 -172.92
9 multin_zz1000_71001_barra_liquidity_topG -26.55 -35.82 -93.92 -96.76 -93.91 -70.37 -32.14 -107.57 -182.93