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_20250317_152151
0 multin_zz1000_71001_barra_nonlinearsize_botG 107.60 115.77 136.06 157.83 136.06 46.29 -262.54 -284.54 -206.00
1 multin_zz1000_71001_barra_size_botG 107.60 115.77 136.06 157.83 136.06 46.29 -262.55 -284.54 -206.01
2 multin_zz1000_71001_barra_residualvolatility_botG 54.32 62.49 82.78 104.55 82.78 -6.99 -315.82 -337.82 -259.28
3 multin_zz1000_71001_barra_beta_topG 54.04 62.21 82.50 104.27 82.50 -7.27 -316.10 -338.10 -259.56
4 multin_zz1000_71001_barra_growth_botG 41.97 50.15 70.43 92.21 70.43 -19.34 -328.17 -350.17 -271.63
5 multin_zz1000_71001_barra_liquidity_topG 41.05 49.23 69.51 91.29 69.51 -20.26 -329.09 -351.09 -272.55
6 multin_zz1000_71001_barra_earningsyield_botG 40.87 49.04 69.33 91.10 69.33 -20.44 -329.27 -351.27 -272.73
7 multin_zz1000_71001_barra_btop_botG 37.95 46.13 66.41 88.19 66.41 -23.36 -332.19 -354.19 -275.65
8 multin_zz1000_71001_barra_momentum_botG 31.52 39.70 59.98 81.76 59.98 -29.79 -338.62 -360.62 -282.08
9 multin_zz1000_71001_barra_leverage_botG 27.73 35.91 56.19 77.97 56.19 -33.58 -342.41 -364.41 -285.87