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_20250508_152219
0 multin_zz1000_71001_barra_beta_topG 88.61 124.63 169.36 108.21 169.36 13.18 -183.61 -140.76 -67.03
1 multin_zz1000_71001_barra_size_botG 80.29 116.31 161.04 99.89 161.03 4.86 -191.93 -149.08 -75.35
2 multin_zz1000_71001_barra_nonlinearsize_botG 80.29 116.31 161.04 99.89 161.03 4.86 -191.93 -149.08 -75.35
3 multin_zz1000_71001_barra_residualvolatility_botG 68.68 104.70 149.42 88.27 149.42 -6.75 -203.54 -160.69 -86.96
4 multin_zz1000_71001_barra_growth_botG 38.20 74.22 118.95 57.80 118.95 -37.23 -234.02 -191.17 -117.44
5 multin_zz1000_71001_barra_momentum_botG 27.50 63.52 108.25 47.10 108.24 -47.93 -244.72 -201.87 -128.14
6 multin_zz1000_71001_barra_leverage_botG 21.64 57.66 102.39 41.24 102.39 -53.79 -250.58 -207.73 -134.00
7 multin_zz1000_71001_barra_liquidity_topG 14.19 50.21 94.94 33.79 94.94 -61.24 -258.03 -215.18 -141.45
8 multin_zz1000_71001_barra_earningsyield_botG 8.35 44.37 89.09 27.94 89.09 -67.08 -263.87 -221.02 -147.29
9 multin_zz1000_71001_barra_btop_botG 6.82 42.84 87.57 26.42 87.57 -68.61 -265.40 -222.55 -148.82