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_20250529_151535
0 multin_zz1000_71001_barra_beta_topG 152.75 179.63 326.78 262.38 326.78 119.91 -247.02 -268.98 -151.09
1 multin_zz1000_71001_barra_earningsyield_botG 81.34 108.21 255.37 190.97 255.37 48.50 -318.43 -340.40 -222.50
2 multin_zz1000_71001_barra_size_botG 71.19 98.06 245.22 180.82 245.22 38.34 -328.58 -350.55 -232.65
3 multin_zz1000_71001_barra_nonlinearsize_botG 71.19 98.06 245.22 180.82 245.22 38.34 -328.58 -350.55 -232.65
4 multin_zz1000_71001_barra_btop_botG 65.73 92.61 239.76 175.37 239.76 32.89 -334.04 -356.00 -238.11
5 multin_zz1000_71001_barra_growth_botG 53.60 80.47 227.63 163.23 227.63 20.76 -346.17 -368.14 -250.24
6 multin_zz1000_71001_barra_residualvolatility_botG 34.66 61.53 208.69 144.29 208.69 1.82 -365.11 -387.08 -269.18
7 multin_zz1000_71001_barra_leverage_botG 28.54 55.41 202.57 138.17 202.57 -4.30 -371.23 -393.20 -275.30
8 multin_zz1000_71001_barra_momentum_botG 13.03 39.90 187.06 122.66 187.06 -19.82 -386.74 -408.71 -290.81
9 multin_zz1000_71001_barra_liquidity_topG 3.57 30.44 177.60 113.20 177.60 -29.28 -396.20 -418.17 -300.27