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_20250506_151513
0 multin_zz1000_71001_barra_liquidity_topG 171.60 233.66 425.69 323.53 425.70 91.40 -290.54 -271.80 -304.13
1 multin_zz1000_71001_barra_beta_topG 159.94 222.00 414.03 311.87 414.03 79.74 -302.20 -283.46 -315.79
2 multin_zz1000_71001_barra_size_botG 101.42 163.49 355.52 253.35 355.52 21.22 -360.71 -341.98 -374.31
3 multin_zz1000_71001_barra_nonlinearsize_botG 101.42 163.48 355.51 253.35 355.52 21.22 -360.72 -341.98 -374.31
4 multin_zz1000_71001_barra_growth_botG 64.76 126.82 318.85 216.68 318.85 -15.45 -397.38 -378.64 -410.98
5 multin_zz1000_71001_barra_btop_botG 55.46 117.52 309.55 207.39 309.56 -24.74 -406.68 -387.94 -420.27
6 multin_zz1000_71001_barra_earningsyield_botG 45.81 107.87 299.90 197.73 299.90 -34.39 -416.33 -397.59 -429.92
7 multin_zz1000_71001_barra_leverage_botG 32.94 95.00 287.03 184.87 287.04 -47.26 -429.20 -410.46 -442.79
8 multin_zz1000_71001_barra_momentum_botG -4.82 57.24 249.27 147.11 249.28 -85.02 -466.96 -448.22 -480.55
9 multin_zz1000_71001_barra_residualvolatility_botG -13.29 48.78 240.81 138.64 240.81 -93.49 -475.42 -456.68 -489.02