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_20251218_151526
0 multin_zz1000_71001_barra_nonlinearsize_botG 140.77 169.00 122.57 181.35 122.57 22.71 9.42 61.06 95.84
1 multin_zz1000_71001_barra_size_botG 140.77 169.00 122.57 181.35 122.57 22.71 9.42 61.06 95.84
2 multin_zz1000_71001_barra_residualvolatility_botG 88.18 116.41 69.98 128.76 69.98 -29.88 -43.17 8.47 43.25
3 multin_zz1000_71001_barra_momentum_botG 68.24 96.46 50.04 108.82 50.04 -49.82 -63.11 -11.48 23.31
4 multin_zz1000_71001_barra_growth_botG 61.25 89.48 43.05 101.83 43.05 -56.81 -70.10 -18.47 16.32
5 multin_zz1000_71001_barra_leverage_botG 58.18 86.41 39.98 98.76 39.98 -59.88 -73.17 -21.53 13.25
6 multin_zz1000_71001_barra_earningsyield_botG 36.70 64.92 18.50 77.28 18.50 -81.36 -94.65 -43.02 -8.23
7 multin_zz1000_71001_barra_btop_botG 0.14 28.37 -18.06 40.72 -18.06 -117.92 -131.21 -79.57 -44.79
8 multin_zz1000_71001_barra_liquidity_topG -12.74 15.49 -30.94 27.84 -30.94 -130.80 -144.09 -92.45 -57.67
9 multin_zz1000_71001_barra_beta_topG -67.92 -39.69 -86.12 -27.34 -86.12 -185.98 -199.27 -147.63 -112.85