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_20250514_151550
0 multin_zz1000_71001_barra_liquidity_topG 65.63 51.20 81.35 -38.56 81.35 75.74 -29.06 -83.99 -152.58
1 multin_zz1000_71001_barra_beta_topG 40.47 26.05 56.20 -63.71 56.19 50.59 -54.21 -109.14 -177.73
2 multin_zz1000_71001_barra_growth_botG 34.39 19.96 50.11 -69.80 50.11 44.50 -60.30 -115.23 -183.82
3 multin_zz1000_71001_barra_btop_botG 25.98 11.56 41.71 -78.20 41.71 36.10 -68.70 -123.63 -192.22
4 multin_zz1000_71001_barra_size_botG 19.45 5.02 35.17 -84.74 35.17 29.57 -75.23 -130.17 -198.76
5 multin_zz1000_71001_barra_nonlinearsize_botG 19.45 5.02 35.17 -84.74 35.17 29.57 -75.23 -130.17 -198.76
6 multin_zz1000_71001_barra_leverage_botG 4.07 -10.35 19.79 -100.11 19.79 14.19 -90.61 -145.54 -214.13
7 multin_zz1000_71001_barra_residualvolatility_botG -6.86 -21.29 8.86 -111.05 8.86 3.25 -101.55 -156.48 -225.07
8 multin_zz1000_71001_barra_earningsyield_botG -16.46 -30.88 -0.74 -120.64 -0.74 -6.34 -111.14 -166.07 -234.66
9 multin_zz1000_71001_barra_momentum_botG -43.07 -57.49 -27.35 -147.25 -27.35 -32.95 -137.75 -192.68 -261.27