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_20250408_151756
0 multin_zz1000_71001_barra_beta_topG 391.93 378.10 450.74 302.90 450.74 278.45 -565.30 -666.04 -750.06
1 multin_zz1000_71001_barra_size_botG 215.11 201.28 273.92 126.09 273.92 101.63 -742.12 -842.86 -926.87
2 multin_zz1000_71001_barra_nonlinearsize_botG 215.11 201.29 273.92 126.09 273.92 101.63 -742.12 -842.86 -926.87
3 multin_zz1000_71001_barra_residualvolatility_botG 196.22 182.39 255.03 107.20 255.03 82.74 -761.01 -861.75 -945.76
4 multin_zz1000_71001_barra_leverage_botG 165.17 151.34 223.98 76.14 223.98 51.69 -792.07 -892.80 -976.82
5 multin_zz1000_71001_barra_momentum_botG 132.33 118.50 191.14 43.30 191.14 18.85 -824.90 -925.64 -1009.66
6 multin_zz1000_71001_barra_btop_botG 119.90 106.07 178.71 30.88 178.71 6.42 -837.33 -938.07 -1022.09
7 multin_zz1000_71001_barra_earningsyield_botG 109.67 95.84 168.48 20.64 168.48 -3.81 -847.56 -948.30 -1032.32
8 multin_zz1000_71001_barra_growth_botG 8.12 -5.70 66.94 -80.90 66.94 -105.35 -949.11 -1049.84 -1133.86
9 multin_zz1000_71001_barra_liquidity_topG -34.57 -48.39 24.24 -123.59 24.25 -148.05 -991.80 -1092.53 -1176.55