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_20250305_152315
0 multin_zz1000_71001_barra_liquidity_topG 75.83 118.17 125.87 89.05 125.87 129.13 -47.03 -87.70 -36.04
1 multin_zz1000_71001_barra_beta_topG 32.97 75.30 83.01 46.19 83.01 86.27 -89.89 -130.56 -78.90
2 multin_zz1000_71001_barra_btop_botG 31.30 73.64 81.34 44.52 81.34 84.60 -91.56 -132.22 -80.56
3 multin_zz1000_71001_barra_earningsyield_botG -24.49 17.85 25.55 -11.27 25.55 28.81 -147.35 -188.02 -136.36
4 multin_zz1000_71001_barra_leverage_botG -25.62 16.72 24.42 -12.40 24.42 27.68 -148.48 -189.15 -137.49
5 multin_zz1000_71001_barra_nonlinearsize_botG -35.22 7.12 14.82 -22.00 14.82 18.08 -158.08 -198.74 -147.09
6 multin_zz1000_71001_barra_size_botG -35.22 7.12 14.82 -22.00 14.82 18.08 -158.08 -198.74 -147.09
7 multin_zz1000_71001_barra_growth_botG -41.01 1.32 9.02 -27.79 9.02 12.29 -163.87 -204.54 -152.88
8 multin_zz1000_71001_barra_residualvolatility_botG -87.24 -44.91 -37.21 -74.02 -37.21 -33.94 -210.10 -250.77 -199.11
9 multin_zz1000_71001_barra_momentum_botG -147.04 -104.71 -97.00 -133.82 -97.00 -93.74 -269.90 -310.57 -258.91