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_20250627_151522
0 multin_zz1000_71001_barra_residualvolatility_botG 30.84 33.71 79.46 140.00 79.46 6.67 -68.37 -94.29 -106.84
1 multin_zz1000_71001_barra_nonlinearsize_botG 22.06 24.92 70.67 131.21 70.67 -2.12 -77.16 -103.08 -115.63
2 multin_zz1000_71001_barra_size_botG 22.06 24.92 70.67 131.21 70.67 -2.12 -77.16 -103.08 -115.63
3 multin_zz1000_71001_barra_leverage_botG 18.49 21.36 67.11 127.65 67.11 -5.68 -80.72 -106.64 -119.19
4 multin_zz1000_71001_barra_growth_botG 10.42 13.28 59.04 119.57 59.04 -13.75 -88.79 -114.71 -127.27
5 multin_zz1000_71001_barra_beta_topG 0.28 3.14 48.89 109.43 48.89 -23.90 -98.94 -124.86 -137.41
6 multin_zz1000_71001_barra_momentum_botG -0.16 2.70 48.46 108.99 48.46 -24.33 -99.37 -125.29 -137.85
7 multin_zz1000_71001_barra_earningsyield_botG -3.76 -0.90 44.86 105.39 44.86 -27.93 -102.97 -128.89 -141.45
8 multin_zz1000_71001_barra_btop_botG -7.94 -5.08 40.67 101.21 40.67 -32.12 -107.16 -133.08 -145.63
9 multin_zz1000_71001_barra_liquidity_topG -16.47 -13.61 32.15 92.69 32.15 -40.64 -115.68 -141.60 -154.15