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_20250310_151555
0 multin_zz1000_71001_barra_nonlinearsize_botG 170.39 192.00 193.45 226.98 193.45 71.12 -196.12 -274.23 -149.72
1 multin_zz1000_71001_barra_size_botG 170.39 192.00 193.45 226.98 193.45 71.12 -196.12 -274.23 -149.72
2 multin_zz1000_71001_barra_momentum_botG 107.82 129.44 130.88 164.42 130.88 8.55 -258.69 -336.79 -212.29
3 multin_zz1000_71001_barra_residualvolatility_botG 74.52 96.13 97.58 131.11 97.58 -24.75 -291.99 -370.10 -245.59
4 multin_zz1000_71001_barra_leverage_botG 44.45 66.07 67.51 101.05 67.51 -54.82 -322.06 -400.16 -275.65
5 multin_zz1000_71001_barra_growth_botG 34.25 55.87 57.31 90.85 57.32 -65.02 -332.25 -410.36 -285.85
6 multin_zz1000_71001_barra_earningsyield_botG 32.33 53.95 55.39 88.93 55.39 -66.94 -334.17 -412.28 -287.77
7 multin_zz1000_71001_barra_beta_topG 20.79 42.41 43.85 77.38 43.85 -78.48 -345.72 -423.82 -299.32
8 multin_zz1000_71001_barra_btop_botG 3.65 25.27 26.71 60.25 26.71 -95.62 -362.86 -440.96 -316.46
9 multin_zz1000_71001_barra_liquidity_topG -30.93 -9.31 -7.87 25.67 -7.87 -130.20 -397.43 -475.54 -351.03