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_20250701_151523
0 multin_zz1000_71001_barra_nonlinearsize_botG 22.66 16.34 50.16 29.81 50.16 23.60 -50.24 -153.94 -87.78
1 multin_zz1000_71001_barra_size_botG 22.66 16.34 50.16 29.81 50.16 23.60 -50.24 -153.94 -87.78
2 multin_zz1000_71001_barra_residualvolatility_botG 12.20 5.88 39.70 19.35 39.70 13.14 -60.70 -164.40 -98.24
3 multin_zz1000_71001_barra_growth_botG 5.47 -0.85 32.97 12.62 32.97 6.41 -67.43 -171.13 -104.97
4 multin_zz1000_71001_barra_leverage_botG -0.27 -6.59 27.23 6.88 27.23 0.67 -73.18 -176.87 -110.71
5 multin_zz1000_71001_barra_earningsyield_botG -11.15 -17.46 16.36 -4.00 16.36 -10.21 -84.05 -187.74 -121.59
6 multin_zz1000_71001_barra_momentum_botG -24.94 -31.26 2.56 -17.79 2.56 -24.00 -97.84 -201.54 -135.38
7 multin_zz1000_71001_barra_btop_botG -28.41 -34.73 -0.91 -21.26 -0.91 -27.47 -101.32 -205.01 -138.85
8 multin_zz1000_71001_barra_liquidity_topG -36.26 -42.58 -8.76 -29.11 -8.76 -35.32 -109.16 -212.86 -146.70
9 multin_zz1000_71001_barra_beta_topG -93.43 -99.75 -65.93 -86.28 -65.93 -92.49 -166.34 -270.03 -203.87