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_20250521_151538
0 multin_zz1000_71001_barra_momentum_botG -6.63 -45.76 -27.38 -78.74 -27.38 60.68 179.52 159.96 270.92
1 multin_zz1000_71001_barra_leverage_botG -32.56 -71.70 -53.32 -104.68 -53.32 34.74 153.59 134.03 244.99
2 multin_zz1000_71001_barra_residualvolatility_botG -32.65 -71.79 -53.41 -104.77 -53.41 34.65 153.50 133.94 244.90
3 multin_zz1000_71001_barra_growth_botG -41.70 -80.83 -62.45 -113.82 -62.45 25.61 144.45 124.89 235.85
4 multin_zz1000_71001_barra_earningsyield_botG -56.78 -95.92 -77.54 -128.90 -77.54 10.52 129.37 109.81 220.77
5 multin_zz1000_71001_barra_btop_botG -75.66 -114.80 -96.42 -147.78 -96.42 -8.36 110.49 90.93 201.89
6 multin_zz1000_71001_barra_size_botG -78.66 -117.80 -99.42 -150.78 -99.42 -11.36 107.49 87.93 198.89
7 multin_zz1000_71001_barra_nonlinearsize_botG -78.66 -117.80 -99.42 -150.78 -99.42 -11.36 107.49 87.93 198.89
8 multin_zz1000_71001_barra_liquidity_topG -103.87 -143.00 -124.62 -175.98 -124.62 -36.56 82.28 62.72 173.68
9 multin_zz1000_71001_barra_beta_topG -115.93 -155.06 -136.68 -188.05 -136.68 -48.62 70.22 50.66 161.62