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_20250526_151532
0 multin_zz1000_71001_barra_beta_topG 148.58 182.30 215.84 274.38 215.84 69.28 -198.74 -208.55 -231.68
1 multin_zz1000_71001_barra_size_botG 107.40 141.12 174.66 233.20 174.66 28.10 -239.92 -249.73 -272.86
2 multin_zz1000_71001_barra_nonlinearsize_botG 107.40 141.12 174.66 233.20 174.66 28.10 -239.92 -249.73 -272.86
3 multin_zz1000_71001_barra_liquidity_topG 104.22 137.93 171.47 230.02 171.47 24.91 -243.11 -252.91 -276.05
4 multin_zz1000_71001_barra_btop_botG 63.55 97.27 130.81 189.35 130.81 -15.76 -283.77 -293.58 -316.71
5 multin_zz1000_71001_barra_growth_botG 59.77 93.48 127.02 185.57 127.02 -19.54 -287.56 -297.36 -320.50
6 multin_zz1000_71001_barra_earningsyield_botG 51.34 85.05 118.60 177.14 118.59 -27.97 -295.99 -305.79 -328.93
7 multin_zz1000_71001_barra_leverage_botG 30.19 63.90 97.44 155.99 97.44 -49.12 -317.14 -326.94 -350.08
8 multin_zz1000_71001_barra_residualvolatility_botG 27.79 61.50 95.04 153.58 95.04 -51.52 -319.54 -329.35 -352.48
9 multin_zz1000_71001_barra_momentum_botG 12.79 46.51 80.05 138.59 80.05 -66.51 -334.53 -344.34 -367.47