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_20250423_151525
0 multin_zz1000_71001_barra_liquidity_topG 131.32 173.82 193.85 182.15 193.85 93.50 -72.46 -124.53 -25.90
1 multin_zz1000_71001_barra_beta_topG 101.58 144.08 164.12 152.41 164.12 63.76 -102.19 -154.27 -55.63
2 multin_zz1000_71001_barra_residualvolatility_botG 16.16 58.67 78.70 67.00 78.70 -21.66 -187.61 -239.69 -141.05
3 multin_zz1000_71001_barra_btop_botG 15.34 57.84 77.87 66.17 77.88 -22.48 -188.44 -240.51 -141.87
4 multin_zz1000_71001_barra_leverage_botG 1.10 43.60 63.64 51.94 63.64 -36.72 -202.67 -254.75 -156.11
5 multin_zz1000_71001_barra_nonlinearsize_botG -0.79 41.71 61.75 50.04 61.75 -38.61 -204.56 -256.64 -158.00
6 multin_zz1000_71001_barra_size_botG -0.79 41.71 61.75 50.04 61.75 -38.61 -204.56 -256.64 -158.00
7 multin_zz1000_71001_barra_earningsyield_botG -21.35 21.15 41.18 29.48 41.19 -59.17 -225.13 -277.20 -178.57
8 multin_zz1000_71001_barra_growth_botG -35.50 7.00 27.04 15.34 27.04 -73.32 -239.27 -291.35 -192.71
9 multin_zz1000_71001_barra_momentum_botG -96.02 -53.52 -33.49 -45.19 -33.48 -133.84 -299.80 -351.87 -253.23