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_20250326_151641
0 multin_zz1000_71001_barra_nonlinearsize_botG 113.18 148.30 154.57 186.65 154.57 7.88 -37.81 -100.19 -127.94
1 multin_zz1000_71001_barra_size_botG 113.18 148.30 154.57 186.65 154.57 7.88 -37.81 -100.19 -127.94
2 multin_zz1000_71001_barra_growth_botG 68.83 103.95 110.22 142.30 110.22 -36.48 -82.16 -144.54 -172.29
3 multin_zz1000_71001_barra_liquidity_topG 59.54 94.66 100.93 133.01 100.93 -45.77 -91.45 -153.83 -181.58
4 multin_zz1000_71001_barra_leverage_botG 49.60 84.72 90.99 123.07 90.99 -55.70 -101.39 -163.77 -191.52
5 multin_zz1000_71001_barra_momentum_botG 47.81 82.93 89.20 121.28 89.20 -57.50 -103.18 -165.56 -193.31
6 multin_zz1000_71001_barra_earningsyield_botG 33.18 68.31 74.57 106.65 74.58 -72.12 -117.80 -180.19 -207.94
7 multin_zz1000_71001_barra_residualvolatility_botG 15.44 50.56 56.83 88.91 56.83 -89.87 -135.55 -197.93 -225.68
8 multin_zz1000_71001_barra_btop_botG 14.47 49.59 55.86 87.94 55.86 -90.84 -136.52 -198.90 -226.65
9 multin_zz1000_71001_barra_beta_topG -4.53 30.59 36.86 68.94 36.86 -109.84 -155.52 -217.90 -245.65