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_20250319_154554
0 multin_zz1000_71001_barra_momentum_botG 51.94 32.22 -21.96 -26.55 -21.96 94.48 717.44 856.37 936.83
1 multin_zz1000_71001_barra_growth_botG 9.78 -9.94 -64.12 -68.71 -64.12 52.33 675.28 814.22 894.68
2 multin_zz1000_71001_barra_leverage_botG -30.61 -50.33 -104.51 -109.10 -104.51 11.94 634.89 773.83 854.29
3 multin_zz1000_71001_barra_liquidity_topG -35.37 -55.09 -109.27 -113.86 -109.27 7.17 630.13 769.06 849.52
4 multin_zz1000_71001_barra_residualvolatility_botG -60.64 -80.36 -134.54 -139.13 -134.54 -18.09 604.86 743.80 824.25
5 multin_zz1000_71001_barra_earningsyield_botG -78.23 -97.95 -152.13 -156.72 -152.13 -35.68 587.27 726.21 806.66
6 multin_zz1000_71001_barra_btop_botG -95.66 -115.38 -169.56 -174.15 -169.56 -53.12 569.84 708.77 789.23
7 multin_zz1000_71001_barra_nonlinearsize_botG -137.74 -157.46 -211.64 -216.23 -211.64 -95.19 527.76 666.70 747.16
8 multin_zz1000_71001_barra_size_botG -137.74 -157.46 -211.64 -216.23 -211.64 -95.19 527.76 666.70 747.16
9 multin_zz1000_71001_barra_beta_topG -143.32 -163.04 -217.22 -221.81 -217.22 -100.78 522.18 661.11 741.57