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_20251202_151519
0 multin_zz1000_71001_barra_momentum_botG 66.00 53.35 -34.27 17.66 -34.27 14.99 220.62 253.28 290.65
1 multin_zz1000_71001_barra_residualvolatility_botG 54.53 41.88 -45.74 6.19 -45.74 3.52 209.15 241.81 279.18
2 multin_zz1000_71001_barra_growth_botG 54.41 41.76 -45.86 6.06 -45.86 3.40 209.03 241.68 279.06
3 multin_zz1000_71001_barra_nonlinearsize_botG 27.11 14.46 -73.15 -21.23 -73.15 -23.89 181.74 214.39 251.77
4 multin_zz1000_71001_barra_size_botG 27.11 14.46 -73.15 -21.23 -73.15 -23.89 181.74 214.39 251.77
5 multin_zz1000_71001_barra_liquidity_topG 21.79 9.14 -78.47 -26.55 -78.47 -29.21 176.41 209.07 246.45
6 multin_zz1000_71001_barra_leverage_botG 13.44 0.79 -86.83 -34.90 -86.83 -37.56 168.06 200.72 238.09
7 multin_zz1000_71001_barra_earningsyield_botG -10.52 -23.17 -110.79 -58.86 -110.78 -61.52 144.10 176.76 214.14
8 multin_zz1000_71001_barra_btop_botG -19.22 -31.87 -119.49 -67.56 -119.49 -70.22 135.40 168.06 205.44
9 multin_zz1000_71001_barra_beta_topG -42.58 -55.23 -142.85 -90.93 -142.85 -93.59 112.04 144.69 182.07