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_20250616_151535
0 multin_zz1000_71001_barra_beta_topG 114.10 133.81 182.33 157.12 182.33 59.56 -100.14 -108.96 -52.66
1 multin_zz1000_71001_barra_liquidity_topG 81.28 101.00 149.52 124.30 149.52 26.74 -132.95 -141.78 -85.48
2 multin_zz1000_71001_barra_growth_botG 60.57 80.29 128.80 103.59 128.81 6.03 -153.66 -162.49 -106.19
3 multin_zz1000_71001_barra_size_botG 60.21 79.93 128.45 103.23 128.45 5.67 -154.02 -162.85 -106.55
4 multin_zz1000_71001_barra_nonlinearsize_botG 60.21 79.93 128.45 103.23 128.45 5.67 -154.02 -162.85 -106.55
5 multin_zz1000_71001_barra_earningsyield_botG 50.99 70.71 119.23 94.01 119.23 -3.55 -163.24 -172.07 -115.77
6 multin_zz1000_71001_barra_residualvolatility_botG 43.74 63.46 111.98 86.77 111.98 -10.79 -170.49 -179.31 -123.02
7 multin_zz1000_71001_barra_leverage_botG 41.62 61.33 109.85 84.64 109.85 -12.92 -172.62 -181.44 -125.15
8 multin_zz1000_71001_barra_btop_botG 39.21 58.93 107.45 82.23 107.45 -15.33 -175.02 -183.85 -127.55
9 multin_zz1000_71001_barra_momentum_botG 12.05 31.77 80.29 55.07 80.29 -42.48 -202.18 -211.01 -154.71