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_20250704_222522
0 multin_zz1000_71001_barra_earningsyield_botG -23.01 -53.07 -69.97 -105.12 -69.97 62.76 323.37 332.22 328.25
1 multin_zz1000_71001_barra_growth_botG -34.16 -64.21 -81.11 -116.26 -81.11 51.62 312.23 321.08 317.11
2 multin_zz1000_71001_barra_btop_botG -34.32 -64.38 -81.28 -116.43 -81.28 51.45 312.06 320.91 316.94
3 multin_zz1000_71001_barra_leverage_botG -38.00 -68.06 -84.96 -120.11 -84.96 47.77 308.38 317.23 313.26
4 multin_zz1000_71001_barra_residualvolatility_botG -42.74 -72.80 -89.70 -124.85 -89.70 43.03 303.64 312.49 308.52
5 multin_zz1000_71001_barra_liquidity_topG -52.99 -83.04 -99.95 -135.09 -99.95 32.78 293.40 302.24 298.28
6 multin_zz1000_71001_barra_momentum_botG -59.47 -89.52 -106.42 -141.57 -106.42 26.31 286.92 295.77 291.80
7 multin_zz1000_71001_barra_beta_topG -94.70 -124.75 -141.65 -176.80 -141.65 -8.92 251.69 260.54 256.57
8 multin_zz1000_71001_barra_nonlinearsize_botG -106.22 -136.28 -153.18 -188.32 -153.18 -20.45 240.16 249.01 245.04
9 multin_zz1000_71001_barra_size_botG -106.22 -136.28 -153.18 -188.32 -153.18 -20.45 240.16 249.01 245.04