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_20250610_151613
0 multin_zz1000_71001_barra_momentum_botG 31.69 22.58 -58.26 -11.80 -58.26 31.70 11.94 93.90 162.74
1 multin_zz1000_71001_barra_liquidity_topG 20.83 11.72 -69.12 -22.65 -69.12 20.84 1.08 83.04 151.88
2 multin_zz1000_71001_barra_nonlinearsize_botG 13.99 4.88 -75.97 -29.50 -75.97 13.99 -5.77 76.20 145.03
3 multin_zz1000_71001_barra_size_botG 13.99 4.88 -75.97 -29.50 -75.97 13.99 -5.77 76.20 145.03
4 multin_zz1000_71001_barra_leverage_botG 8.86 -0.25 -81.10 -34.63 -81.09 8.86 -10.90 71.07 139.90
5 multin_zz1000_71001_barra_growth_botG 0.08 -9.03 -89.87 -43.40 -89.87 0.09 -19.67 62.29 131.13
6 multin_zz1000_71001_barra_residualvolatility_botG -3.81 -12.91 -93.76 -47.29 -93.76 -3.80 -23.56 58.41 127.24
7 multin_zz1000_71001_barra_btop_botG -12.82 -21.93 -102.77 -56.31 -102.77 -12.81 -32.57 49.39 118.23
8 multin_zz1000_71001_barra_earningsyield_botG -29.68 -38.78 -119.63 -73.16 -119.63 -29.67 -49.43 32.54 101.37
9 multin_zz1000_71001_barra_beta_topG -58.08 -67.19 -148.03 -101.57 -148.03 -58.07 -77.83 4.13 72.97