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_20250603_151520
0 multin_zz1000_71001_barra_nonlinearsize_botG 60.47 92.50 134.86 106.58 134.86 28.84 -142.72 -118.31 -159.95
1 multin_zz1000_71001_barra_size_botG 60.47 92.50 134.86 106.58 134.86 28.84 -142.72 -118.31 -159.95
2 multin_zz1000_71001_barra_leverage_botG 49.20 81.23 123.59 95.31 123.59 17.57 -153.99 -129.58 -171.22
3 multin_zz1000_71001_barra_btop_botG 33.85 65.87 108.23 79.96 108.23 2.22 -169.35 -144.94 -186.58
4 multin_zz1000_71001_barra_liquidity_topG 14.76 46.79 89.15 60.87 89.15 -16.87 -188.43 -164.02 -205.67
5 multin_zz1000_71001_barra_growth_botG 8.04 40.07 82.43 54.15 82.43 -23.59 -195.15 -170.74 -212.39
6 multin_zz1000_71001_barra_earningsyield_botG 5.85 37.88 80.23 51.96 80.23 -25.78 -197.34 -172.94 -214.58
7 multin_zz1000_71001_barra_residualvolatility_botG -2.76 29.27 71.62 43.35 71.63 -34.39 -205.95 -181.55 -223.19
8 multin_zz1000_71001_barra_momentum_botG -4.23 27.80 70.15 41.88 70.16 -35.86 -207.42 -183.01 -224.66
9 multin_zz1000_71001_barra_beta_topG -7.60 24.43 66.78 38.51 66.79 -39.23 -210.79 -186.39 -228.03