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_20250313_151525
0 multin_zz1000_71001_barra_nonlinearsize_botG 121.66 47.35 -33.49 9.37 -33.49 59.64 -92.66 -153.72 -260.77
1 multin_zz1000_71001_barra_size_botG 121.66 47.35 -33.49 9.37 -33.49 59.64 -92.66 -153.72 -260.77
2 multin_zz1000_71001_barra_momentum_botG 104.49 30.18 -50.65 -7.79 -50.65 42.47 -109.82 -170.89 -277.94
3 multin_zz1000_71001_barra_residualvolatility_botG 96.02 21.71 -59.12 -16.26 -59.12 34.01 -118.29 -179.36 -286.41
4 multin_zz1000_71001_barra_growth_botG 62.18 -12.13 -92.97 -50.11 -92.97 0.16 -152.14 -213.20 -320.25
5 multin_zz1000_71001_barra_leverage_botG 23.39 -50.91 -131.75 -88.89 -131.75 -38.62 -190.92 -251.99 -359.04
6 multin_zz1000_71001_barra_earningsyield_botG 2.64 -71.66 -152.50 -109.64 -152.50 -59.37 -211.67 -272.74 -379.79
7 multin_zz1000_71001_barra_btop_botG -58.42 -132.72 -213.56 -170.70 -213.56 -120.43 -272.73 -333.79 -440.84
8 multin_zz1000_71001_barra_beta_topG -87.45 -161.76 -242.60 -199.74 -242.60 -149.47 -301.77 -362.83 -469.88
9 multin_zz1000_71001_barra_liquidity_topG -122.67 -196.97 -277.81 -234.95 -277.81 -184.68 -336.98 -398.04 -505.09