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_20251127_161730
0 multin_zz1000_71001_barra_beta_topG 4.24 21.35 57.46 25.51 57.46 -16.49 68.37 70.21 128.87
1 multin_zz1000_71001_barra_residualvolatility_botG -1.58 15.53 51.64 19.69 51.64 -22.31 62.55 64.39 123.05
2 multin_zz1000_71001_barra_size_botG -2.53 14.58 50.69 18.74 50.69 -23.26 61.60 63.44 122.10
3 multin_zz1000_71001_barra_nonlinearsize_botG -2.53 14.58 50.69 18.74 50.69 -23.26 61.60 63.44 122.10
4 multin_zz1000_71001_barra_leverage_botG -18.16 -1.05 35.06 3.11 35.06 -38.89 45.97 47.81 106.47
5 multin_zz1000_71001_barra_growth_botG -27.86 -10.75 25.36 -6.59 25.36 -48.59 36.27 38.11 96.77
6 multin_zz1000_71001_barra_liquidity_topG -31.61 -14.51 21.61 -10.35 21.61 -52.35 32.52 34.35 93.02
7 multin_zz1000_71001_barra_earningsyield_botG -39.42 -22.31 13.80 -18.15 13.80 -60.15 24.71 26.55 85.21
8 multin_zz1000_71001_barra_momentum_botG -50.02 -32.91 3.20 -28.75 3.20 -70.75 14.11 15.95 74.61
9 multin_zz1000_71001_barra_btop_botG -74.25 -57.15 -21.04 -52.99 -21.04 -94.99 -10.13 -8.29 50.38