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_20250325_151804
0 multin_zz1000_71001_barra_residualvolatility_botG 190.20 152.41 114.24 119.02 114.24 97.21 -308.10 -493.35 -561.48
1 multin_zz1000_71001_barra_nonlinearsize_botG 189.88 152.09 113.92 118.71 113.92 96.90 -308.42 -493.67 -561.80
2 multin_zz1000_71001_barra_size_botG 189.88 152.09 113.92 118.71 113.92 96.90 -308.42 -493.67 -561.80
3 multin_zz1000_71001_barra_momentum_botG 123.61 85.82 47.65 52.43 47.65 30.62 -374.69 -559.94 -628.07
4 multin_zz1000_71001_barra_leverage_botG 53.04 15.26 -22.92 -18.13 -22.92 -39.94 -445.26 -630.51 -698.64
5 multin_zz1000_71001_barra_earningsyield_botG 30.89 -6.90 -45.07 -40.29 -45.07 -62.10 -467.41 -652.66 -720.79
6 multin_zz1000_71001_barra_beta_topG 24.74 -13.04 -51.22 -46.43 -51.22 -68.24 -473.56 -658.81 -726.94
7 multin_zz1000_71001_barra_growth_botG 22.01 -15.77 -53.95 -49.16 -53.95 -70.97 -476.29 -661.53 -729.67
8 multin_zz1000_71001_barra_btop_botG -43.34 -81.13 -119.30 -114.52 -119.30 -136.32 -541.64 -726.89 -795.02
9 multin_zz1000_71001_barra_liquidity_topG -159.37 -197.15 -235.33 -230.54 -235.33 -252.35 -657.67 -842.92 -911.05