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_20250102_151525
0 multin_zz1000_71001_barra_nonlinearsize_botG 169.73 211.12 49.20 185.78 -102.99 40.80 241.37 216.01 205.72
1 multin_zz1000_71001_barra_size_botG 169.72 211.12 49.20 185.78 -102.99 40.80 241.37 216.01 205.72
2 multin_zz1000_71001_barra_growth_botG 147.77 189.16 27.24 163.82 -124.95 18.84 219.42 194.05 183.76
3 multin_zz1000_71001_barra_liquidity_topG 115.72 157.12 -4.81 131.77 -157.00 -13.21 187.37 162.00 151.71
4 multin_zz1000_71001_barra_btop_botG 71.05 112.45 -49.48 87.10 -201.67 -57.88 142.70 117.34 107.04
5 multin_zz1000_71001_barra_leverage_botG 63.78 105.17 -56.75 79.83 -208.94 -65.15 135.42 110.06 99.77
6 multin_zz1000_71001_barra_momentum_botG 32.28 73.68 -88.24 48.33 -240.43 -96.64 103.93 78.57 68.27
7 multin_zz1000_71001_barra_residualvolatility_botG 28.58 69.98 -91.94 44.63 -244.14 -100.35 100.23 74.87 64.57
8 multin_zz1000_71001_barra_earningsyield_botG 19.33 60.73 -101.19 35.38 -253.39 -109.59 90.98 65.62 55.32
9 multin_zz1000_71001_barra_beta_topG -8.37 33.02 -128.90 7.68 -281.09 -137.30 63.27 37.91 27.62