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_20251124_151537
0 multin_zz1000_71001_barra_earningsyield_botG 96.86 147.79 224.36 238.30 224.36 24.49 -37.29 5.84 61.39
1 multin_zz1000_71001_barra_beta_topG 76.01 126.94 203.52 217.46 203.52 3.65 -58.14 -15.00 40.55
2 multin_zz1000_71001_barra_btop_botG 72.13 123.06 199.64 213.57 199.64 -0.23 -62.02 -18.88 36.67
3 multin_zz1000_71001_barra_nonlinearsize_botG 54.32 105.25 181.82 195.76 181.82 -18.05 -79.83 -36.70 18.86
4 multin_zz1000_71001_barra_size_botG 54.32 105.25 181.82 195.76 181.82 -18.05 -79.83 -36.70 18.86
5 multin_zz1000_71001_barra_leverage_botG 40.41 91.34 167.92 181.86 167.92 -31.95 -93.74 -50.60 4.95
6 multin_zz1000_71001_barra_growth_botG 38.79 89.72 166.30 180.23 166.29 -33.57 -95.36 -52.22 3.33
7 multin_zz1000_71001_barra_residualvolatility_botG 38.08 89.01 165.58 179.52 165.58 -34.28 -96.07 -52.93 2.62
8 multin_zz1000_71001_barra_liquidity_topG 20.14 71.07 147.65 161.58 147.65 -52.22 -114.01 -70.87 -15.32
9 multin_zz1000_71001_barra_momentum_botG 15.67 66.60 143.18 157.11 143.18 -56.69 -118.48 -75.34 -19.79