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_20250409_151524
0 multin_zz1000_71001_barra_beta_topG 430.36 448.01 656.06 595.27 656.06 261.19 -663.15 -781.31 -897.12
1 multin_zz1000_71001_barra_size_botG 320.38 338.03 546.08 485.29 546.08 151.21 -773.14 -891.29 -1007.10
2 multin_zz1000_71001_barra_nonlinearsize_botG 320.38 338.03 546.08 485.29 546.08 151.21 -773.14 -891.29 -1007.10
3 multin_zz1000_71001_barra_earningsyield_botG 210.12 227.76 435.81 375.02 435.82 40.94 -883.40 -1001.55 -1117.37
4 multin_zz1000_71001_barra_btop_botG 196.14 213.79 421.84 361.05 421.84 26.97 -897.38 -1015.53 -1131.34
5 multin_zz1000_71001_barra_liquidity_topG 188.27 205.92 413.97 353.18 413.97 19.09 -905.25 -1023.40 -1139.21
6 multin_zz1000_71001_barra_leverage_botG 119.45 137.09 345.14 284.35 345.14 -49.73 -974.07 -1092.22 -1208.04
7 multin_zz1000_71001_barra_growth_botG 116.09 133.74 341.79 281.00 341.79 -53.09 -977.43 -1095.58 -1211.39
8 multin_zz1000_71001_barra_residualvolatility_botG 50.74 68.38 276.43 215.64 276.43 -118.44 -1042.78 -1160.93 -1276.75
9 multin_zz1000_71001_barra_momentum_botG -57.46 -39.81 168.24 107.45 168.24 -226.63 -1150.98 -1269.13 -1384.94