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_20250707_151543
0 multin_zz1000_71001_barra_nonlinearsize_botG 90.83 132.93 114.23 155.60 114.23 1.45 -42.90 -67.15 -241.10
1 multin_zz1000_71001_barra_size_botG 90.83 132.93 114.23 155.60 114.23 1.45 -42.90 -67.15 -241.10
2 multin_zz1000_71001_barra_liquidity_topG 65.66 107.76 89.06 130.43 89.06 -23.72 -68.06 -92.32 -266.26
3 multin_zz1000_71001_barra_residualvolatility_botG 62.27 104.37 85.67 127.04 85.67 -27.11 -71.46 -95.71 -269.66
4 multin_zz1000_71001_barra_growth_botG 54.13 96.23 77.53 118.90 77.53 -35.25 -79.60 -103.85 -277.80
5 multin_zz1000_71001_barra_leverage_botG 27.82 69.92 51.22 92.58 51.22 -61.57 -105.91 -130.17 -304.11
6 multin_zz1000_71001_barra_momentum_botG 11.50 53.60 34.90 76.27 34.90 -77.88 -122.23 -146.48 -320.43
7 multin_zz1000_71001_barra_earningsyield_botG -3.46 38.64 19.94 61.30 19.94 -92.85 -137.19 -161.45 -335.39
8 multin_zz1000_71001_barra_btop_botG -11.03 31.07 12.37 53.74 12.37 -100.41 -144.75 -169.01 -342.95
9 multin_zz1000_71001_barra_beta_topG -12.81 29.29 10.59 51.96 10.59 -102.20 -146.54 -170.80 -344.74