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_20250520_151529
0 multin_zz1000_71001_barra_nonlinearsize_botG 139.34 176.02 221.99 164.68 221.99 62.38 -315.50 -389.53 -412.91
1 multin_zz1000_71001_barra_size_botG 139.34 176.02 221.99 164.68 221.99 62.38 -315.50 -389.53 -412.91
2 multin_zz1000_71001_barra_beta_topG 62.57 99.26 145.23 87.92 145.23 -14.38 -392.26 -466.29 -489.67
3 multin_zz1000_71001_barra_leverage_botG 52.81 89.49 135.46 78.15 135.46 -24.15 -402.03 -476.06 -499.44
4 multin_zz1000_71001_barra_growth_botG 43.41 80.09 126.06 68.75 126.06 -33.55 -411.43 -485.46 -508.84
5 multin_zz1000_71001_barra_btop_botG 29.17 65.85 111.82 54.51 111.82 -47.79 -425.67 -499.70 -523.08
6 multin_zz1000_71001_barra_residualvolatility_botG 18.65 55.34 101.31 44.00 101.31 -58.30 -436.18 -510.21 -533.59
7 multin_zz1000_71001_barra_momentum_botG 17.84 54.53 100.50 43.19 100.50 -59.11 -436.99 -511.02 -534.40
8 multin_zz1000_71001_barra_earningsyield_botG 8.55 45.24 91.21 33.90 91.21 -68.40 -446.28 -520.31 -543.69
9 multin_zz1000_71001_barra_liquidity_topG 1.14 37.83 83.80 26.49 83.80 -75.81 -453.69 -527.72 -551.10