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_20250509_151602
0 multin_zz1000_71001_barra_nonlinearsize_botG 67.80 34.93 -52.66 -35.81 -52.66 44.11 41.10 7.45 5.20
1 multin_zz1000_71001_barra_size_botG 67.80 34.93 -52.66 -35.81 -52.66 44.11 41.10 7.45 5.20
2 multin_zz1000_71001_barra_momentum_botG 21.04 -11.84 -99.43 -82.57 -99.43 -2.65 -5.67 -39.32 -41.57
3 multin_zz1000_71001_barra_residualvolatility_botG 7.70 -25.18 -112.77 -95.91 -112.77 -15.99 -19.01 -52.65 -54.91
4 multin_zz1000_71001_barra_leverage_botG -6.32 -39.19 -126.79 -109.93 -126.79 -30.01 -33.03 -66.67 -68.92
5 multin_zz1000_71001_barra_growth_botG -7.57 -40.45 -128.04 -111.19 -128.04 -31.26 -34.28 -67.93 -70.18
6 multin_zz1000_71001_barra_btop_botG -23.26 -56.14 -143.73 -126.87 -143.73 -46.95 -49.97 -83.62 -85.87
7 multin_zz1000_71001_barra_beta_topG -42.86 -75.74 -163.33 -146.48 -163.33 -66.56 -69.57 -103.22 -105.47
8 multin_zz1000_71001_barra_earningsyield_botG -42.92 -75.79 -163.39 -146.53 -163.39 -66.61 -69.63 -103.27 -105.53
9 multin_zz1000_71001_barra_liquidity_topG -94.90 -127.77 -215.37 -198.51 -215.37 -118.59 -121.60 -155.25 -157.50