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_20251215_151523
0 multin_zz1000_71001_barra_nonlinearsize_botG 142.32 138.18 62.79 124.38 62.79 31.22 47.08 8.72 -0.52
1 multin_zz1000_71001_barra_size_botG 142.32 138.18 62.79 124.38 62.79 31.22 47.08 8.72 -0.52
2 multin_zz1000_71001_barra_growth_botG 86.46 82.32 6.92 68.51 6.92 -24.64 -8.79 -47.14 -56.38
3 multin_zz1000_71001_barra_residualvolatility_botG 55.08 50.94 -24.45 37.14 -24.45 -56.02 -40.16 -78.52 -87.76
4 multin_zz1000_71001_barra_leverage_botG 53.24 49.10 -26.30 35.29 -26.30 -57.86 -42.00 -80.36 -89.60
5 multin_zz1000_71001_barra_momentum_botG 43.61 39.47 -35.92 25.67 -35.92 -67.48 -51.63 -89.99 -99.23
6 multin_zz1000_71001_barra_liquidity_topG 29.66 25.52 -49.87 11.72 -49.87 -81.44 -65.58 -103.94 -113.18
7 multin_zz1000_71001_barra_earningsyield_botG -4.48 -8.62 -84.01 -22.42 -84.01 -115.57 -99.72 -138.08 -147.31
8 multin_zz1000_71001_barra_btop_botG -44.51 -48.65 -124.05 -62.46 -124.05 -155.61 -139.76 -178.11 -187.35
9 multin_zz1000_71001_barra_beta_topG -44.76 -48.90 -124.29 -62.70 -124.29 -155.85 -140.00 -178.36 -187.59