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_20250312_151609
0 multin_zz1000_71001_barra_liquidity_topG 70.58 98.42 93.43 125.82 93.43 39.56 -77.73 -181.82 -193.59
1 multin_zz1000_71001_barra_beta_topG 60.77 88.61 83.62 116.01 83.62 29.76 -87.54 -191.63 -203.40
2 multin_zz1000_71001_barra_growth_botG 58.13 85.97 80.98 113.37 80.98 27.12 -90.18 -194.27 -206.04
3 multin_zz1000_71001_barra_size_botG 46.60 74.43 69.44 101.83 69.44 15.58 -101.72 -205.80 -217.57
4 multin_zz1000_71001_barra_nonlinearsize_botG 46.60 74.43 69.44 101.83 69.44 15.58 -101.72 -205.80 -217.57
5 multin_zz1000_71001_barra_residualvolatility_botG 15.81 43.64 38.65 71.04 38.65 -15.21 -132.51 -236.59 -248.36
6 multin_zz1000_71001_barra_earningsyield_botG 13.37 41.21 36.22 68.61 36.22 -17.64 -134.94 -239.03 -250.80
7 multin_zz1000_71001_barra_btop_botG 11.55 39.38 34.39 66.78 34.39 -19.47 -136.77 -240.85 -252.62
8 multin_zz1000_71001_barra_leverage_botG 8.75 36.59 31.60 63.99 31.60 -22.26 -139.56 -243.65 -255.42
9 multin_zz1000_71001_barra_momentum_botG -29.98 -2.14 -7.13 25.26 -7.13 -60.99 -178.29 -282.38 -294.15