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_20250507_151533
0 multin_zz1000_71001_barra_nonlinearsize_botG 102.93 103.40 120.07 64.26 120.07 18.82 -109.23 -75.70 -20.46
1 multin_zz1000_71001_barra_size_botG 102.93 103.40 120.07 64.26 120.07 18.82 -109.23 -75.70 -20.46
2 multin_zz1000_71001_barra_growth_botG 85.30 85.77 102.44 46.63 102.44 1.19 -126.86 -93.33 -38.09
3 multin_zz1000_71001_barra_momentum_botG 49.54 50.01 66.69 10.87 66.69 -34.57 -162.62 -129.09 -73.84
4 multin_zz1000_71001_barra_liquidity_topG 44.71 45.18 61.85 6.04 61.85 -39.40 -167.45 -133.92 -78.68
5 multin_zz1000_71001_barra_earningsyield_botG 44.67 45.14 61.82 6.00 61.82 -39.44 -167.49 -133.96 -78.71
6 multin_zz1000_71001_barra_leverage_botG 41.64 42.11 58.78 2.97 58.78 -42.47 -170.52 -136.99 -81.75
7 multin_zz1000_71001_barra_residualvolatility_botG 38.39 38.86 55.53 -0.28 55.53 -45.72 -173.77 -140.24 -85.00
8 multin_zz1000_71001_barra_btop_botG 15.77 16.25 32.92 -22.89 32.92 -68.33 -196.39 -162.85 -107.61
9 multin_zz1000_71001_barra_beta_topG 15.11 15.58 32.25 -23.56 32.25 -69.00 -197.05 -163.52 -108.28