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_20250528_151550
0 multin_zz1000_71001_barra_residualvolatility_botG 8.81 -4.42 -29.50 -24.20 -29.51 23.71 141.40 123.69 141.27
1 multin_zz1000_71001_barra_growth_botG -5.26 -18.49 -43.57 -38.26 -43.58 9.64 127.33 109.62 127.20
2 multin_zz1000_71001_barra_momentum_botG -9.14 -22.38 -47.46 -42.15 -47.46 5.76 123.45 105.73 123.32
3 multin_zz1000_71001_barra_leverage_botG -9.73 -22.97 -48.05 -42.74 -48.05 5.17 122.86 105.14 122.73
4 multin_zz1000_71001_barra_liquidity_topG -21.45 -34.68 -59.76 -54.45 -59.76 -6.55 111.14 93.43 111.01
5 multin_zz1000_71001_barra_nonlinearsize_botG -32.68 -45.92 -71.00 -65.69 -71.00 -17.78 99.91 82.20 99.78
6 multin_zz1000_71001_barra_size_botG -32.68 -45.92 -71.00 -65.69 -71.00 -17.78 99.91 82.20 99.78
7 multin_zz1000_71001_barra_btop_botG -33.82 -47.06 -72.14 -66.83 -72.14 -18.92 98.77 81.06 98.64
8 multin_zz1000_71001_barra_earningsyield_botG -40.07 -53.30 -78.38 -73.07 -78.38 -25.17 92.52 74.81 92.39
9 multin_zz1000_71001_barra_beta_topG -45.82 -59.06 -84.14 -78.83 -84.14 -30.92 86.77 69.05 86.64