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_20250513_151523
0 multin_zz1000_71001_barra_momentum_botG 19.00 12.82 -6.58 -20.92 -6.59 32.57 135.71 181.05 196.99
1 multin_zz1000_71001_barra_liquidity_topG -2.51 -8.69 -28.09 -42.43 -28.09 11.06 114.20 159.55 175.48
2 multin_zz1000_71001_barra_growth_botG -4.16 -10.34 -29.74 -44.08 -29.74 9.41 112.56 157.90 173.83
3 multin_zz1000_71001_barra_residualvolatility_botG -10.43 -16.61 -36.01 -50.35 -36.01 3.14 106.29 151.63 167.56
4 multin_zz1000_71001_barra_leverage_botG -23.40 -29.57 -48.98 -63.32 -48.98 -9.82 93.32 138.66 154.60
5 multin_zz1000_71001_barra_nonlinearsize_botG -30.85 -37.02 -56.43 -70.76 -56.43 -17.27 85.87 131.21 147.15
6 multin_zz1000_71001_barra_size_botG -30.85 -37.02 -56.43 -70.76 -56.43 -17.27 85.87 131.21 147.15
7 multin_zz1000_71001_barra_earningsyield_botG -36.54 -42.71 -62.12 -76.46 -62.12 -22.96 80.18 125.52 141.46
8 multin_zz1000_71001_barra_btop_botG -61.71 -67.89 -87.29 -101.63 -87.30 -48.14 55.00 100.34 116.28
9 multin_zz1000_71001_barra_beta_topG -96.80 -102.98 -122.38 -136.72 -122.38 -83.22 19.92 65.26 81.20