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_20250415_151543
0 multin_zz1000_71001_barra_nonlinearsize_botG 90.06 89.81 47.77 44.02 47.76 11.71 -41.49 -25.34 -29.91
1 multin_zz1000_71001_barra_size_botG 90.06 89.80 47.76 44.02 47.76 11.71 -41.49 -25.34 -29.91
2 multin_zz1000_71001_barra_residualvolatility_botG 51.90 51.65 9.61 5.86 9.60 -26.45 -79.65 -63.50 -68.07
3 multin_zz1000_71001_barra_momentum_botG 49.07 48.81 6.77 3.03 6.77 -29.28 -82.48 -66.33 -70.90
4 multin_zz1000_71001_barra_leverage_botG 43.94 43.68 1.64 -2.11 1.64 -34.42 -87.62 -71.47 -76.04
5 multin_zz1000_71001_barra_liquidity_topG 30.90 30.65 -11.39 -15.14 -11.40 -47.45 -100.65 -84.50 -89.07
6 multin_zz1000_71001_barra_growth_botG 21.16 20.90 -21.14 -24.88 -21.14 -57.20 -110.39 -94.24 -98.82
7 multin_zz1000_71001_barra_beta_topG 17.06 16.80 -25.24 -28.99 -25.24 -61.30 -114.50 -98.35 -102.92
8 multin_zz1000_71001_barra_btop_botG 4.93 4.67 -37.37 -41.11 -37.37 -73.42 -126.62 -110.47 -115.04
9 multin_zz1000_71001_barra_earningsyield_botG -6.38 -6.63 -48.67 -52.42 -48.67 -84.73 -137.93 -121.78 -126.35