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_20250403_151749
0 multin_zz1000_71001_barra_size_botG 174.54 148.07 57.61 115.13 57.61 84.49 -112.92 -304.22 -481.93
1 multin_zz1000_71001_barra_nonlinearsize_botG 174.53 148.07 57.60 115.13 57.61 84.49 -112.93 -304.22 -481.93
2 multin_zz1000_71001_barra_residualvolatility_botG 143.12 116.65 26.18 83.71 26.19 53.07 -144.35 -335.64 -513.35
3 multin_zz1000_71001_barra_momentum_botG 120.83 94.36 3.90 61.42 3.90 30.79 -166.63 -357.92 -535.63
4 multin_zz1000_71001_barra_growth_botG 101.84 75.38 -15.09 42.44 -15.08 11.80 -185.62 -376.91 -554.62
5 multin_zz1000_71001_barra_earningsyield_botG 79.41 52.94 -37.52 20.00 -37.52 -10.63 -208.05 -399.34 -577.05
6 multin_zz1000_71001_barra_leverage_botG 65.47 39.00 -51.46 6.06 -51.46 -24.57 -221.99 -413.28 -590.99
7 multin_zz1000_71001_barra_beta_topG 36.29 9.82 -80.64 -23.11 -80.64 -53.75 -251.17 -442.46 -620.17
8 multin_zz1000_71001_barra_btop_botG -3.54 -30.01 -120.47 -62.95 -120.47 -93.58 -291.00 -482.29 -660.00
9 multin_zz1000_71001_barra_liquidity_topG -49.10 -75.57 -166.03 -108.51 -166.03 -139.14 -336.56 -527.85 -705.56