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_20251203_151523
0 multin_zz1000_71001_barra_residualvolatility_botG 21.03 -4.13 -66.58 -18.53 -66.58 17.96 151.73 179.63 198.51
1 multin_zz1000_71001_barra_momentum_botG 15.81 -9.36 -71.80 -23.75 -71.80 12.73 146.51 174.41 193.29
2 multin_zz1000_71001_barra_leverage_botG 7.87 -17.29 -79.73 -31.69 -79.74 4.80 138.57 166.48 185.35
3 multin_zz1000_71001_barra_nonlinearsize_botG -10.88 -36.04 -98.48 -50.43 -98.48 -13.95 119.82 147.73 166.60
4 multin_zz1000_71001_barra_size_botG -10.88 -36.04 -98.48 -50.43 -98.48 -13.95 119.83 147.73 166.60
5 multin_zz1000_71001_barra_growth_botG -22.66 -47.82 -110.26 -62.22 -110.27 -25.73 108.04 135.95 154.82
6 multin_zz1000_71001_barra_btop_botG -45.87 -71.03 -133.48 -85.43 -133.48 -48.94 84.83 112.73 131.61
7 multin_zz1000_71001_barra_beta_topG -55.49 -80.66 -143.10 -95.05 -143.10 -58.57 75.21 103.11 121.99
8 multin_zz1000_71001_barra_earningsyield_botG -62.24 -87.41 -149.85 -101.80 -149.85 -65.32 68.46 96.36 115.24
9 multin_zz1000_71001_barra_liquidity_topG -69.55 -94.71 -157.16 -109.11 -157.16 -72.62 61.15 89.05 107.93