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_20251120_152215
0 multin_zz1000_71001_barra_residualvolatility_botG 30.65 53.21 -25.26 21.61 -25.26 42.77 149.87 95.22 112.55
1 multin_zz1000_71001_barra_leverage_botG -1.48 21.08 -57.39 -10.52 -57.39 10.64 117.74 63.09 80.42
2 multin_zz1000_71001_barra_growth_botG -8.16 14.40 -64.06 -17.19 -64.07 3.97 111.07 56.41 73.75
3 multin_zz1000_71001_barra_btop_botG -9.08 13.47 -64.99 -18.12 -64.99 3.04 110.14 55.48 72.82
4 multin_zz1000_71001_barra_momentum_botG -13.38 9.18 -69.29 -22.41 -69.29 -1.26 105.84 51.19 68.52
5 multin_zz1000_71001_barra_beta_topG -16.04 6.52 -71.95 -25.08 -71.95 -3.92 103.18 48.52 65.86
6 multin_zz1000_71001_barra_nonlinearsize_botG -27.81 -5.25 -83.72 -36.84 -83.72 -15.68 91.42 36.76 54.10
7 multin_zz1000_71001_barra_size_botG -27.81 -5.25 -83.72 -36.84 -83.72 -15.68 91.42 36.76 54.10
8 multin_zz1000_71001_barra_earningsyield_botG -42.53 -19.97 -98.44 -51.56 -98.44 -30.41 76.69 22.04 39.37
9 multin_zz1000_71001_barra_liquidity_topG -54.61 -32.05 -110.52 -63.64 -110.52 -42.48 64.62 9.96 27.29