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_20250623_151525
0 multin_zz1000_71001_barra_liquidity_topG 107.52 170.14 241.58 204.25 241.58 12.67 -160.79 -176.50 -153.68
1 multin_zz1000_71001_barra_nonlinearsize_botG 104.10 166.71 238.16 200.83 238.16 9.24 -164.21 -179.93 -157.10
2 multin_zz1000_71001_barra_size_botG 104.10 166.71 238.16 200.83 238.16 9.24 -164.21 -179.93 -157.10
3 multin_zz1000_71001_barra_beta_topG 97.91 160.52 231.96 194.63 231.96 3.05 -170.41 -186.12 -163.30
4 multin_zz1000_71001_barra_earningsyield_botG 74.93 137.54 208.99 171.66 208.99 -19.93 -193.38 -209.10 -186.27
5 multin_zz1000_71001_barra_growth_botG 66.21 128.82 200.27 162.94 200.27 -28.65 -202.10 -217.82 -194.99
6 multin_zz1000_71001_barra_leverage_botG 62.54 125.16 196.60 159.27 196.60 -32.31 -205.77 -221.48 -198.66
7 multin_zz1000_71001_barra_btop_botG 54.60 117.22 188.66 151.33 188.66 -40.25 -213.71 -229.42 -206.60
8 multin_zz1000_71001_barra_residualvolatility_botG 54.51 117.13 188.57 151.24 188.57 -40.34 -213.80 -229.51 -206.69
9 multin_zz1000_71001_barra_momentum_botG 15.52 78.13 149.58 112.25 149.57 -79.34 -252.80 -268.51 -245.68