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_20250107_151518
0 multin_zz1000_71001_barra_liquidity_topG 253.52 299.08 115.27 330.56 406.53 80.07 -280.77 -302.74 -349.06
1 multin_zz1000_71001_barra_beta_topG 213.39 258.96 75.15 290.43 366.40 39.95 -320.90 -342.87 -389.19
2 multin_zz1000_71001_barra_size_botG 199.15 244.72 60.91 276.19 352.16 25.70 -335.14 -357.11 -403.43
3 multin_zz1000_71001_barra_nonlinearsize_botG 199.15 244.71 60.91 276.19 352.16 25.70 -335.14 -357.11 -403.43
4 multin_zz1000_71001_barra_btop_botG 166.36 211.93 28.12 243.40 319.37 -7.09 -367.93 -389.90 -436.22
5 multin_zz1000_71001_barra_earningsyield_botG 137.08 182.65 -1.16 214.12 290.09 -36.37 -397.21 -419.18 -465.50
6 multin_zz1000_71001_barra_leverage_botG 106.13 151.70 -32.11 183.18 259.15 -67.31 -428.16 -450.13 -496.44
7 multin_zz1000_71001_barra_growth_botG 63.16 108.73 -75.08 140.21 216.18 -110.28 -471.13 -493.09 -539.41
8 multin_zz1000_71001_barra_momentum_botG -32.33 13.24 -170.57 44.72 120.69 -205.77 -566.62 -588.58 -634.90
9 multin_zz1000_71001_barra_residualvolatility_botG -75.86 -30.29 -214.10 1.19 77.16 -249.30 -610.15 -632.12 -678.43