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_20250120_151519
0 multin_zz1000_71001_barra_nonlinearsize_botG 97.32 111.06 42.52 111.00 162.23 14.07 -188.68 -238.94 -248.87
1 multin_zz1000_71001_barra_size_botG 97.32 111.06 42.52 111.00 162.23 14.07 -188.68 -238.94 -248.87
2 multin_zz1000_71001_barra_liquidity_topG 51.25 65.00 -3.54 64.94 116.16 -32.00 -234.74 -285.00 -294.93
3 multin_zz1000_71001_barra_growth_botG 35.91 49.65 -18.89 49.59 100.82 -47.34 -250.09 -300.35 -310.28
4 multin_zz1000_71001_barra_beta_topG 31.79 45.53 -23.01 45.47 96.69 -51.47 -254.21 -304.47 -314.40
5 multin_zz1000_71001_barra_leverage_botG 29.52 43.27 -25.27 43.21 94.43 -53.73 -256.47 -306.73 -316.66
6 multin_zz1000_71001_barra_residualvolatility_botG 23.12 36.86 -31.68 36.80 88.03 -60.13 -262.88 -313.14 -323.07
7 multin_zz1000_71001_barra_momentum_botG 12.34 26.09 -42.46 26.02 77.25 -70.91 -273.65 -323.92 -333.84
8 multin_zz1000_71001_barra_btop_botG -3.90 9.84 -58.70 9.78 61.00 -87.16 -289.90 -340.16 -350.09
9 multin_zz1000_71001_barra_earningsyield_botG -18.22 -4.48 -73.02 -4.54 46.69 -101.47 -304.22 -354.48 -364.41