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_20251216_151520
0 multin_zz1000_71001_barra_momentum_botG 115.30 101.64 -55.77 60.95 -55.77 87.16 -184.55 -268.17 -301.16
1 multin_zz1000_71001_barra_nonlinearsize_botG 97.79 84.13 -73.28 43.45 -73.28 69.65 -202.06 -285.68 -318.67
2 multin_zz1000_71001_barra_size_botG 97.79 84.13 -73.28 43.45 -73.28 69.65 -202.06 -285.68 -318.67
3 multin_zz1000_71001_barra_leverage_botG 64.80 51.15 -106.27 10.46 -106.27 36.66 -235.05 -318.67 -351.66
4 multin_zz1000_71001_barra_residualvolatility_botG 63.19 49.54 -107.88 8.85 -107.88 35.06 -236.66 -320.28 -353.26
5 multin_zz1000_71001_barra_btop_botG 42.11 28.45 -128.96 -12.24 -128.97 13.97 -257.74 -341.36 -374.35
6 multin_zz1000_71001_barra_growth_botG 25.15 11.50 -145.92 -29.19 -145.92 -2.98 -274.70 -358.32 -391.30
7 multin_zz1000_71001_barra_earningsyield_botG 14.55 0.89 -156.52 -39.80 -156.53 -13.59 -285.30 -368.92 -401.91
8 multin_zz1000_71001_barra_beta_topG 12.60 -1.05 -158.47 -41.74 -158.47 -15.53 -287.24 -370.86 -403.85
9 multin_zz1000_71001_barra_liquidity_topG -81.98 -95.64 -253.05 -136.33 -253.05 -110.12 -381.83 -465.45 -498.44