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_20251201_151519
0 multin_zz1000_71001_barra_beta_topG 41.28 13.14 112.93 1.80 112.93 59.56 -302.53 -317.18 -348.01
1 multin_zz1000_71001_barra_residualvolatility_botG 19.84 -8.29 91.49 -19.63 91.49 38.13 -323.96 -338.62 -369.44
2 multin_zz1000_71001_barra_size_botG 12.46 -15.67 84.11 -27.02 84.11 30.74 -331.35 -346.00 -376.82
3 multin_zz1000_71001_barra_nonlinearsize_botG 12.46 -15.67 84.11 -27.02 84.11 30.74 -331.35 -346.00 -376.82
4 multin_zz1000_71001_barra_btop_botG 5.65 -22.48 77.30 -33.82 77.30 23.94 -338.16 -352.81 -383.63
5 multin_zz1000_71001_barra_momentum_botG -3.04 -31.17 68.61 -42.52 68.61 15.24 -346.85 -361.50 -392.32
6 multin_zz1000_71001_barra_liquidity_topG -3.93 -32.07 67.72 -43.41 67.72 14.35 -347.74 -362.39 -393.22
7 multin_zz1000_71001_barra_leverage_botG -10.36 -38.50 61.29 -49.84 61.29 7.92 -354.17 -368.82 -399.64
8 multin_zz1000_71001_barra_growth_botG -21.02 -49.16 50.63 -60.50 50.63 -2.74 -364.83 -379.48 -410.31
9 multin_zz1000_71001_barra_earningsyield_botG -43.80 -71.93 27.85 -83.28 27.85 -25.52 -387.61 -402.26 -433.08