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_20250217_151506
0 multin_zz1000_71001_barra_liquidity_topG 179.32 233.74 88.25 213.13 235.24 41.91 -146.53 -53.92 -154.30
1 multin_zz1000_71001_barra_nonlinearsize_botG 169.64 224.06 78.57 203.45 225.56 32.23 -156.21 -63.60 -163.98
2 multin_zz1000_71001_barra_size_botG 169.64 224.06 78.57 203.45 225.56 32.23 -156.21 -63.60 -163.98
3 multin_zz1000_71001_barra_btop_botG 99.22 153.65 8.16 133.04 155.15 -38.18 -226.63 -134.01 -234.39
4 multin_zz1000_71001_barra_growth_botG 82.50 136.93 -8.57 116.31 138.42 -54.90 -243.35 -150.74 -251.12
5 multin_zz1000_71001_barra_beta_topG 81.58 136.01 -9.49 115.39 137.50 -55.82 -244.27 -151.66 -252.04
6 multin_zz1000_71001_barra_leverage_botG 80.07 134.50 -11.00 113.88 135.99 -57.33 -245.78 -153.17 -253.55
7 multin_zz1000_71001_barra_earningsyield_botG 70.84 125.27 -20.22 104.66 126.77 -66.56 -255.01 -162.39 -262.77
8 multin_zz1000_71001_barra_momentum_botG 56.13 110.56 -34.93 89.95 112.06 -81.27 -269.72 -177.10 -277.48
9 multin_zz1000_71001_barra_residualvolatility_botG 19.29 73.72 -71.77 53.11 75.22 -118.11 -306.56 -213.94 -314.32