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_20250414_151542
0 multin_zz1000_71001_barra_nonlinearsize_botG 140.70 187.06 272.67 245.87 272.67 40.67 -292.87 -393.38 -553.91
1 multin_zz1000_71001_barra_size_botG 140.70 187.06 272.67 245.87 272.67 40.67 -292.87 -393.38 -553.91
2 multin_zz1000_71001_barra_liquidity_topG 100.51 146.86 232.47 205.68 232.47 0.48 -333.07 -433.58 -594.10
3 multin_zz1000_71001_barra_growth_botG 96.11 142.47 228.07 201.28 228.07 -3.92 -337.46 -437.98 -598.50
4 multin_zz1000_71001_barra_beta_topG 82.35 128.71 214.31 187.52 214.31 -17.68 -351.22 -451.74 -612.26
5 multin_zz1000_71001_barra_btop_botG 60.40 106.76 192.36 165.57 192.36 -39.63 -373.17 -473.69 -634.21
6 multin_zz1000_71001_barra_earningsyield_botG 56.15 102.51 188.11 161.32 188.11 -43.88 -377.42 -477.94 -638.46
7 multin_zz1000_71001_barra_leverage_botG 40.08 86.43 172.04 145.25 172.04 -59.95 -393.50 -494.01 -654.53
8 multin_zz1000_71001_barra_momentum_botG 20.26 66.61 152.22 125.43 152.22 -79.77 -413.32 -513.83 -674.35
9 multin_zz1000_71001_barra_residualvolatility_botG -14.51 31.85 117.46 90.66 117.46 -114.54 -448.08 -548.59 -709.11