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_20251211_151524
0 multin_zz1000_71001_barra_nonlinearsize_botG 72.51 43.48 -54.03 37.66 -54.02 102.86 -392.14 -530.02 -710.85
1 multin_zz1000_71001_barra_size_botG 72.51 43.48 -54.03 37.66 -54.02 102.86 -392.14 -530.02 -710.85
2 multin_zz1000_71001_barra_beta_topG 24.53 -4.50 -102.01 -10.32 -102.01 54.88 -440.12 -578.00 -758.83
3 multin_zz1000_71001_barra_btop_botG 23.37 -5.67 -103.17 -11.48 -103.17 53.71 -441.28 -579.16 -759.99
4 multin_zz1000_71001_barra_momentum_botG 3.47 -25.56 -123.07 -31.38 -123.06 33.82 -461.18 -599.06 -779.89
5 multin_zz1000_71001_barra_leverage_botG 0.35 -28.69 -126.19 -34.51 -126.19 30.69 -464.31 -602.19 -783.02
6 multin_zz1000_71001_barra_earningsyield_botG -8.49 -37.52 -135.02 -43.34 -135.02 21.86 -473.14 -611.02 -791.85
7 multin_zz1000_71001_barra_residualvolatility_botG -13.16 -42.20 -139.70 -48.01 -139.70 17.18 -477.81 -615.69 -796.52
8 multin_zz1000_71001_barra_growth_botG -74.55 -103.59 -201.09 -109.40 -201.09 -44.20 -539.20 -677.08 -857.91
9 multin_zz1000_71001_barra_liquidity_topG -76.56 -105.60 -203.10 -111.41 -203.10 -46.22 -541.22 -679.10 -859.92