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_20250401_151606
0 multin_zz1000_71001_barra_nonlinearsize_botG 157.35 152.88 215.60 212.71 215.59 44.93 -231.45 -318.41 -335.40
1 multin_zz1000_71001_barra_size_botG 157.35 152.88 215.60 212.71 215.59 44.93 -231.45 -318.41 -335.40
2 multin_zz1000_71001_barra_momentum_botG 151.57 147.11 209.82 206.93 209.82 39.16 -237.23 -324.18 -341.17
3 multin_zz1000_71001_barra_residualvolatility_botG 116.56 112.09 174.80 171.92 174.80 4.14 -272.25 -359.20 -376.19
4 multin_zz1000_71001_barra_leverage_botG 90.50 86.03 148.74 145.86 148.74 -21.92 -298.31 -385.26 -402.25
5 multin_zz1000_71001_barra_earningsyield_botG 65.94 61.47 124.18 121.30 124.18 -46.48 -322.87 -409.82 -426.81
6 multin_zz1000_71001_barra_growth_botG 44.27 39.81 102.52 99.63 102.52 -68.14 -344.53 -431.48 -448.47
7 multin_zz1000_71001_barra_btop_botG -0.35 -4.82 57.89 55.01 57.89 -112.77 -389.16 -476.11 -493.10
8 multin_zz1000_71001_barra_beta_topG -28.76 -33.22 29.49 26.60 29.49 -141.18 -417.56 -504.52 -521.51
9 multin_zz1000_71001_barra_liquidity_topG -75.37 -79.83 -17.12 -20.01 -17.12 -187.78 -464.17 -551.12 -568.11