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_20250523_151620
0 multin_zz1000_71001_barra_momentum_botG 35.99 -2.22 -84.11 -8.79 -84.11 5.68 108.07 129.19 175.51
1 multin_zz1000_71001_barra_residualvolatility_botG 32.32 -5.89 -87.78 -12.46 -87.78 2.01 104.40 125.52 171.84
2 multin_zz1000_71001_barra_leverage_botG 29.58 -8.63 -90.52 -15.20 -90.52 -0.73 101.65 122.78 169.10
3 multin_zz1000_71001_barra_nonlinearsize_botG 20.53 -17.68 -99.57 -24.25 -99.57 -9.78 92.60 113.73 160.05
4 multin_zz1000_71001_barra_size_botG 20.53 -17.68 -99.57 -24.25 -99.57 -9.78 92.61 113.73 160.05
5 multin_zz1000_71001_barra_growth_botG -5.59 -43.81 -125.69 -50.38 -125.69 -35.91 66.48 87.61 133.92
6 multin_zz1000_71001_barra_btop_botG -9.07 -47.29 -129.17 -53.86 -129.17 -39.38 63.00 84.13 130.45
7 multin_zz1000_71001_barra_earningsyield_botG -11.07 -49.28 -131.16 -55.85 -131.16 -41.38 61.01 82.13 128.45
8 multin_zz1000_71001_barra_liquidity_topG -17.16 -55.37 -137.26 -61.95 -137.26 -47.47 54.91 76.04 122.36
9 multin_zz1000_71001_barra_beta_topG -63.15 -101.36 -183.24 -107.93 -183.24 -93.46 8.93 30.05 76.37