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_20250421_151546
0 multin_zz1000_71001_barra_liquidity_topG 80.03 138.34 286.68 251.68 286.68 116.67 32.79 92.49 46.19
1 multin_zz1000_71001_barra_beta_topG 44.53 102.85 251.19 216.19 251.19 81.18 -2.71 57.00 10.70
2 multin_zz1000_71001_barra_btop_botG 26.89 85.20 233.55 198.54 233.55 63.54 -20.35 39.35 -6.94
3 multin_zz1000_71001_barra_earningsyield_botG -6.68 51.63 199.97 164.97 199.97 29.96 -53.92 5.78 -40.52
4 multin_zz1000_71001_barra_leverage_botG -21.65 36.66 185.00 150.00 185.00 14.99 -68.89 -9.19 -55.49
5 multin_zz1000_71001_barra_growth_botG -34.72 23.60 171.94 136.94 171.94 1.93 -81.96 -22.25 -68.55
6 multin_zz1000_71001_barra_residualvolatility_botG -64.04 -5.73 142.61 107.61 142.61 -27.40 -111.28 -51.58 -97.88
7 multin_zz1000_71001_barra_nonlinearsize_botG -78.57 -20.26 128.09 93.08 128.09 -41.93 -125.81 -66.11 -112.40
8 multin_zz1000_71001_barra_size_botG -78.57 -20.26 128.09 93.08 128.09 -41.93 -125.81 -66.11 -112.40
9 multin_zz1000_71001_barra_momentum_botG -118.99 -60.68 87.66 52.66 87.66 -82.35 -166.23 -106.53 -152.83