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_20250314_151133
0 multin_zz1000_71001_barra_nonlinearsize_botG 97.30 83.15 256.44 17.14 256.44 51.46 -286.86 -435.40 -397.44
1 multin_zz1000_71001_barra_size_botG 97.30 83.15 256.44 17.14 256.44 51.46 -286.86 -435.40 -397.44
2 multin_zz1000_71001_barra_beta_topG 95.67 81.52 254.81 15.51 254.81 49.83 -288.48 -437.03 -399.07
3 multin_zz1000_71001_barra_residualvolatility_botG 69.42 55.27 228.56 -10.74 228.56 23.58 -314.73 -463.28 -425.32
4 multin_zz1000_71001_barra_earningsyield_botG 43.77 29.62 202.91 -36.39 202.91 -2.07 -340.38 -488.93 -450.97
5 multin_zz1000_71001_barra_leverage_botG 39.91 25.76 199.05 -40.25 199.05 -5.94 -344.25 -492.80 -454.84
6 multin_zz1000_71001_barra_btop_botG 33.65 19.51 192.79 -46.51 192.79 -12.19 -350.50 -499.05 -461.09
7 multin_zz1000_71001_barra_growth_botG 27.06 12.91 186.20 -53.10 186.20 -18.78 -357.10 -505.64 -467.68
8 multin_zz1000_71001_barra_liquidity_topG 25.71 11.57 184.85 -54.45 184.85 -20.13 -358.44 -506.99 -469.03
9 multin_zz1000_71001_barra_momentum_botG 19.29 5.14 178.43 -60.87 178.43 -26.55 -364.86 -513.41 -475.45