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_20251119_151527
0 multin_zz1000_71001_barra_momentum_botG -19.38 -60.55 -97.57 -145.41 -97.57 64.71 283.95 269.51 293.97
1 multin_zz1000_71001_barra_leverage_botG -26.77 -67.95 -104.96 -152.80 -104.97 57.32 276.56 262.12 286.58
2 multin_zz1000_71001_barra_btop_botG -41.51 -82.68 -119.70 -167.53 -119.70 42.58 261.82 247.38 271.84
3 multin_zz1000_71001_barra_residualvolatility_botG -48.98 -90.16 -127.18 -175.01 -127.18 35.11 254.35 239.91 264.36
4 multin_zz1000_71001_barra_liquidity_topG -50.35 -91.53 -128.55 -176.38 -128.55 33.74 252.98 238.53 262.99
5 multin_zz1000_71001_barra_earningsyield_botG -55.82 -97.00 -134.02 -181.85 -134.02 28.27 247.51 233.07 257.53
6 multin_zz1000_71001_barra_growth_botG -70.22 -111.40 -148.41 -196.25 -148.41 13.87 233.11 218.67 243.13
7 multin_zz1000_71001_barra_beta_topG -71.22 -112.40 -149.42 -197.25 -149.42 12.87 232.11 217.67 242.12
8 multin_zz1000_71001_barra_nonlinearsize_botG -122.03 -163.21 -200.23 -248.06 -200.23 -37.94 181.30 166.86 191.32
9 multin_zz1000_71001_barra_size_botG -122.03 -163.21 -200.23 -248.06 -200.23 -37.94 181.30 166.86 191.32