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_20250327_151530
0 multin_zz1000_71001_barra_leverage_botG 10.76 -15.29 1.65 -32.19 1.65 77.58 30.98 -145.13 -193.72
1 multin_zz1000_71001_barra_residualvolatility_botG 8.29 -17.76 -0.82 -34.66 -0.82 75.12 28.52 -147.59 -196.18
2 multin_zz1000_71001_barra_btop_botG 7.81 -18.24 -1.30 -35.14 -1.30 74.63 28.03 -148.08 -196.67
3 multin_zz1000_71001_barra_beta_topG -17.52 -43.57 -26.63 -60.47 -26.63 49.30 2.70 -173.40 -222.00
4 multin_zz1000_71001_barra_earningsyield_botG -27.22 -53.27 -36.33 -70.17 -36.33 39.60 -7.00 -183.10 -231.70
5 multin_zz1000_71001_barra_momentum_botG -41.25 -67.30 -50.36 -84.20 -50.35 25.58 -21.02 -197.13 -245.72
6 multin_zz1000_71001_barra_nonlinearsize_botG -43.24 -69.29 -52.35 -86.19 -52.35 23.59 -23.01 -199.12 -247.72
7 multin_zz1000_71001_barra_size_botG -43.24 -69.29 -52.35 -86.19 -52.35 23.59 -23.01 -199.12 -247.72
8 multin_zz1000_71001_barra_growth_botG -47.61 -73.66 -56.72 -90.56 -56.72 19.21 -27.39 -203.50 -252.09
9 multin_zz1000_71001_barra_liquidity_topG -117.84 -143.90 -126.96 -160.80 -126.95 -51.02 -97.62 -273.73 -322.32