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_20250512_151520
0 multin_zz1000_71001_barra_beta_topG 137.48 150.84 275.79 160.45 275.79 127.95 -61.25 -2.31 -3.84
1 multin_zz1000_71001_barra_liquidity_topG 74.51 87.87 212.82 97.48 212.82 64.97 -124.22 -65.28 -66.81
2 multin_zz1000_71001_barra_btop_botG 55.83 69.19 194.14 78.81 194.14 46.30 -142.90 -83.96 -85.49
3 multin_zz1000_71001_barra_earningsyield_botG 25.90 39.25 164.20 48.87 164.20 16.36 -172.84 -113.90 -115.43
4 multin_zz1000_71001_barra_leverage_botG 12.70 26.06 151.01 35.68 151.01 3.17 -186.03 -127.09 -128.62
5 multin_zz1000_71001_barra_momentum_botG 1.04 14.40 139.34 24.01 139.34 -8.50 -197.69 -138.76 -140.29
6 multin_zz1000_71001_barra_growth_botG -5.56 7.79 132.74 17.41 132.74 -15.10 -204.30 -145.36 -146.89
7 multin_zz1000_71001_barra_nonlinearsize_botG -7.36 6.00 130.95 15.61 130.95 -16.90 -206.09 -147.16 -148.68
8 multin_zz1000_71001_barra_size_botG -7.36 6.00 130.95 15.61 130.95 -16.90 -206.09 -147.16 -148.68
9 multin_zz1000_71001_barra_residualvolatility_botG -7.60 5.76 130.71 15.38 130.71 -17.13 -206.33 -147.39 -148.92