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_20250606_151523
0 multin_zz1000_71001_barra_nonlinearsize_botG 102.53 92.75 78.96 85.76 78.96 24.24 -12.53 1.26 -66.66
1 multin_zz1000_71001_barra_size_botG 102.53 92.75 78.96 85.76 78.96 24.24 -12.53 1.26 -66.66
2 multin_zz1000_71001_barra_growth_botG 45.12 35.34 21.55 28.34 21.55 -33.17 -69.94 -56.15 -124.07
3 multin_zz1000_71001_barra_residualvolatility_botG 45.07 35.29 21.50 28.30 21.51 -33.22 -69.99 -56.20 -124.12
4 multin_zz1000_71001_barra_momentum_botG 33.97 24.18 10.40 17.19 10.40 -44.33 -81.10 -67.31 -135.23
5 multin_zz1000_71001_barra_beta_topG 23.83 14.04 0.26 7.05 0.26 -54.47 -91.23 -77.45 -145.36
6 multin_zz1000_71001_barra_leverage_botG 18.58 8.80 -4.99 1.81 -4.98 -59.71 -96.48 -82.69 -150.61
7 multin_zz1000_71001_barra_btop_botG 15.31 5.53 -8.26 -1.46 -8.26 -62.98 -99.75 -85.96 -153.88
8 multin_zz1000_71001_barra_earningsyield_botG 12.97 3.18 -10.60 -3.81 -10.60 -65.32 -102.09 -88.30 -156.22
9 multin_zz1000_71001_barra_liquidity_topG -25.00 -34.79 -48.57 -41.78 -48.57 -103.30 -140.06 -126.28 -194.19