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_20251117_151522
0 multin_zz1000_71001_barra_liquidity_topG 76.32 104.34 106.17 172.78 106.17 73.70 292.87 375.95 422.01
1 multin_zz1000_71001_barra_growth_botG 62.84 90.86 92.69 159.30 92.69 60.22 279.39 362.47 408.53
2 multin_zz1000_71001_barra_earningsyield_botG 61.21 89.23 91.06 157.67 91.06 58.59 277.76 360.84 406.89
3 multin_zz1000_71001_barra_beta_topG 46.94 74.97 76.79 143.40 76.79 44.33 263.49 346.57 392.63
4 multin_zz1000_71001_barra_btop_botG 23.70 51.73 53.56 120.16 53.56 21.09 240.26 323.34 369.39
5 multin_zz1000_71001_barra_momentum_botG 7.06 35.09 36.91 103.52 36.92 4.45 223.61 306.70 352.75
6 multin_zz1000_71001_barra_residualvolatility_botG -6.08 21.95 23.77 90.38 23.77 -8.69 210.47 293.56 339.61
7 multin_zz1000_71001_barra_nonlinearsize_botG -28.55 -0.52 1.30 67.91 1.31 -31.16 188.00 271.09 317.14
8 multin_zz1000_71001_barra_size_botG -28.55 -0.52 1.30 67.91 1.31 -31.16 188.00 271.09 317.14
9 multin_zz1000_71001_barra_leverage_botG -40.71 -12.68 -10.86 55.75 -10.85 -43.32 175.84 258.93 304.98