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_20250519_151611
0 multin_zz1000_71001_barra_growth_botG 101.28 136.89 146.10 172.62 146.10 29.56 19.36 -26.73 -81.73
1 multin_zz1000_71001_barra_nonlinearsize_botG 94.95 130.55 139.77 166.29 139.77 23.23 13.02 -33.06 -88.06
2 multin_zz1000_71001_barra_size_botG 94.95 130.55 139.77 166.29 139.77 23.23 13.02 -33.06 -88.06
3 multin_zz1000_71001_barra_earningsyield_botG 33.54 69.14 78.35 104.87 78.35 -38.18 -48.39 -94.48 -149.48
4 multin_zz1000_71001_barra_momentum_botG 29.28 64.88 74.10 100.62 74.10 -42.44 -52.64 -98.73 -153.73
5 multin_zz1000_71001_barra_residualvolatility_botG 29.28 64.89 74.10 100.62 74.10 -42.44 -52.64 -98.73 -153.73
6 multin_zz1000_71001_barra_leverage_botG 15.30 50.90 60.12 86.64 60.12 -56.42 -66.62 -112.71 -167.71
7 multin_zz1000_71001_barra_beta_topG 12.62 48.23 57.44 83.96 57.44 -59.10 -69.30 -115.39 -170.39
8 multin_zz1000_71001_barra_btop_botG 1.20 36.80 46.02 72.53 46.02 -70.52 -80.73 -126.82 -181.81
9 multin_zz1000_71001_barra_liquidity_topG -5.97 29.63 38.85 65.37 38.85 -77.69 -87.89 -133.98 -188.98