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_20250619_151843
0 multin_zz1000_71001_barra_momentum_botG 23.88 3.06 -116.37 -36.78 -116.37 94.19 426.71 447.57 488.02
1 multin_zz1000_71001_barra_residualvolatility_botG -19.99 -40.81 -160.23 -80.65 -160.24 50.33 382.84 403.70 444.15
2 multin_zz1000_71001_barra_earningsyield_botG -37.35 -58.18 -177.60 -98.02 -177.60 32.96 365.48 386.33 426.79
3 multin_zz1000_71001_barra_leverage_botG -47.76 -68.58 -188.00 -108.42 -188.00 22.56 355.08 375.93 416.38
4 multin_zz1000_71001_barra_btop_botG -57.25 -78.07 -197.49 -117.91 -197.50 13.07 345.58 366.44 406.89
5 multin_zz1000_71001_barra_growth_botG -59.58 -80.40 -199.82 -120.24 -199.82 10.74 343.25 364.11 404.56
6 multin_zz1000_71001_barra_beta_topG -72.63 -93.45 -212.88 -133.30 -212.88 -2.32 330.20 351.05 391.51
7 multin_zz1000_71001_barra_nonlinearsize_botG -111.89 -132.71 -252.14 -172.56 -252.14 -41.58 290.94 311.79 352.25
8 multin_zz1000_71001_barra_size_botG -111.89 -132.71 -252.14 -172.56 -252.14 -41.58 290.94 311.79 352.25
9 multin_zz1000_71001_barra_liquidity_topG -125.12 -145.94 -265.36 -185.78 -265.36 -54.80 277.71 298.57 339.02