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_20250410_151533
0 multin_zz1000_71001_barra_beta_topG 183.98 226.10 421.27 304.99 421.27 72.01 -468.50 -495.35 -604.71
1 multin_zz1000_71001_barra_size_botG 182.24 224.36 419.53 303.25 419.53 70.27 -470.24 -497.09 -606.45
2 multin_zz1000_71001_barra_nonlinearsize_botG 182.24 224.36 419.53 303.25 419.53 70.27 -470.24 -497.09 -606.45
3 multin_zz1000_71001_barra_liquidity_topG 118.65 160.77 355.95 239.66 355.95 6.69 -533.83 -560.68 -670.03
4 multin_zz1000_71001_barra_growth_botG 93.14 135.25 330.43 214.14 330.43 -18.83 -559.35 -586.20 -695.55
5 multin_zz1000_71001_barra_btop_botG 89.24 131.36 326.54 210.25 326.54 -22.72 -563.24 -590.09 -699.44
6 multin_zz1000_71001_barra_leverage_botG 85.46 127.58 322.75 206.47 322.76 -26.50 -567.02 -593.87 -703.22
7 multin_zz1000_71001_barra_earningsyield_botG 74.67 116.78 311.96 195.67 311.96 -37.30 -577.82 -604.67 -714.02
8 multin_zz1000_71001_barra_momentum_botG 5.50 47.62 242.79 126.51 242.79 -106.47 -646.98 -673.83 -783.19
9 multin_zz1000_71001_barra_residualvolatility_botG -9.94 32.17 227.35 111.06 227.35 -121.91 -662.43 -689.28 -798.63