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_20250609_151522
0 multin_zz1000_71001_barra_liquidity_topG 86.54 115.24 194.00 162.90 194.00 45.35 -105.26 -149.96 -121.36
1 multin_zz1000_71001_barra_btop_botG 51.48 80.18 158.95 127.84 158.95 10.29 -140.31 -185.02 -156.41
2 multin_zz1000_71001_barra_earningsyield_botG 45.31 74.00 152.77 121.66 152.77 4.11 -146.49 -191.20 -162.59
3 multin_zz1000_71001_barra_leverage_botG 40.21 68.91 147.67 116.57 147.67 -0.98 -151.59 -196.29 -167.69
4 multin_zz1000_71001_barra_growth_botG 39.67 68.37 147.13 116.03 147.13 -1.52 -152.13 -196.83 -168.23
5 multin_zz1000_71001_barra_momentum_botG 37.68 66.38 145.14 114.03 145.14 -3.51 -154.12 -198.82 -170.22
6 multin_zz1000_71001_barra_beta_topG 36.61 65.31 144.07 112.97 144.07 -4.58 -155.18 -199.89 -171.28
7 multin_zz1000_71001_barra_nonlinearsize_botG 35.95 64.64 143.41 112.30 143.41 -5.25 -155.85 -200.55 -171.95
8 multin_zz1000_71001_barra_size_botG 35.95 64.64 143.41 112.30 143.41 -5.25 -155.85 -200.55 -171.95
9 multin_zz1000_71001_barra_residualvolatility_botG 10.56 39.25 118.02 86.91 118.02 -30.64 -181.24 -225.94 -197.34