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_20250626_151525
0 multin_zz1000_71001_barra_nonlinearsize_botG 66.52 61.53 21.38 54.42 21.38 26.88 -54.47 -56.02 -96.52
1 multin_zz1000_71001_barra_size_botG 66.52 61.53 21.38 54.42 21.38 26.88 -54.47 -56.02 -96.52
2 multin_zz1000_71001_barra_liquidity_topG 44.36 39.37 -0.79 32.25 -0.79 4.71 -76.64 -78.19 -118.69
3 multin_zz1000_71001_barra_growth_botG 43.71 38.72 -1.43 31.61 -1.43 4.06 -77.28 -78.83 -119.34
4 multin_zz1000_71001_barra_beta_topG 29.78 24.79 -15.36 17.68 -15.36 -9.87 -91.21 -92.76 -133.27
5 multin_zz1000_71001_barra_earningsyield_botG 22.32 17.33 -22.82 10.22 -22.82 -17.32 -98.67 -100.22 -140.72
6 multin_zz1000_71001_barra_btop_botG 16.25 11.27 -28.89 4.15 -28.89 -23.39 -104.74 -106.29 -146.79
7 multin_zz1000_71001_barra_residualvolatility_botG 14.87 9.88 -30.28 2.77 -30.27 -24.78 -106.12 -107.68 -148.18
8 multin_zz1000_71001_barra_leverage_botG 11.14 6.15 -34.00 -0.96 -34.00 -28.50 -109.85 -111.40 -151.90
9 multin_zz1000_71001_barra_momentum_botG 8.51 3.52 -36.63 -3.59 -36.63 -31.14 -112.48 -114.03 -154.54