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_20250304_151649
0 multin_zz1000_71001_barra_nonlinearsize_botG 121.51 168.70 118.71 265.13 259.40 73.85 -450.53 -447.11 -463.48
1 multin_zz1000_71001_barra_size_botG 121.51 168.70 118.71 265.13 259.40 73.85 -450.53 -447.11 -463.48
2 multin_zz1000_71001_barra_beta_topG 118.34 165.53 115.54 261.96 256.24 70.68 -453.70 -450.28 -466.65
3 multin_zz1000_71001_barra_btop_botG 85.80 133.00 83.01 229.43 223.70 38.15 -486.23 -482.82 -499.19
4 multin_zz1000_71001_barra_leverage_botG 60.73 107.92 57.93 204.35 198.63 13.07 -511.31 -507.89 -524.26
5 multin_zz1000_71001_barra_earningsyield_botG 57.31 104.50 54.51 200.93 195.21 9.66 -514.72 -511.31 -527.68
6 multin_zz1000_71001_barra_liquidity_topG 28.37 75.57 25.58 172.00 166.27 -19.28 -543.66 -540.25 -556.62
7 multin_zz1000_71001_barra_residualvolatility_botG -2.24 44.96 -5.03 141.39 135.66 -49.89 -574.27 -570.86 -587.23
8 multin_zz1000_71001_barra_growth_botG -7.90 39.30 -10.70 135.73 130.00 -55.55 -579.93 -576.52 -592.89
9 multin_zz1000_71001_barra_momentum_botG -25.30 21.89 -28.10 118.32 112.60 -72.96 -597.34 -593.92 -610.29