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_20251219_151522
0 multin_zz1000_71001_barra_nonlinearsize_botG 124.03 102.91 202.33 160.65 202.33 18.22 -66.46 -5.40 -19.45
1 multin_zz1000_71001_barra_size_botG 124.03 102.91 202.33 160.65 202.33 18.22 -66.46 -5.40 -19.45
2 multin_zz1000_71001_barra_growth_botG 100.08 78.96 178.38 136.70 178.38 -5.73 -90.41 -29.34 -43.40
3 multin_zz1000_71001_barra_liquidity_topG 57.57 36.45 135.86 94.19 135.87 -48.24 -132.92 -71.86 -85.91
4 multin_zz1000_71001_barra_residualvolatility_botG 35.71 14.59 114.00 72.33 114.01 -70.10 -154.78 -93.72 -107.77
5 multin_zz1000_71001_barra_leverage_botG 31.07 9.95 109.37 67.69 109.37 -74.74 -159.42 -98.35 -112.41
6 multin_zz1000_71001_barra_momentum_botG 26.63 5.51 104.93 63.25 104.93 -79.18 -163.86 -102.79 -116.85
7 multin_zz1000_71001_barra_earningsyield_botG 21.83 0.70 100.12 58.45 100.12 -83.98 -168.66 -107.60 -121.66
8 multin_zz1000_71001_barra_btop_botG -1.12 -22.24 77.18 35.50 77.18 -106.93 -191.61 -130.55 -144.60
9 multin_zz1000_71001_barra_beta_topG -52.36 -73.48 25.94 -15.74 25.94 -158.17 -242.85 -181.78 -195.84