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_20250714_151521
0 multin_zz1000_71001_barra_nonlinearsize_botG 104.32 120.79 114.38 97.37 114.38 11.07 -76.61 -68.21 -94.98
1 multin_zz1000_71001_barra_size_botG 104.32 120.79 114.38 97.37 114.38 11.07 -76.61 -68.21 -94.98
2 multin_zz1000_71001_barra_residualvolatility_botG 63.25 79.72 73.31 56.29 73.31 -30.01 -117.68 -109.28 -136.05
3 multin_zz1000_71001_barra_leverage_botG 48.93 65.40 58.99 41.98 58.99 -44.32 -131.99 -123.59 -150.36
4 multin_zz1000_71001_barra_earningsyield_botG 29.98 46.45 40.04 23.03 40.04 -63.27 -150.94 -142.55 -169.31
5 multin_zz1000_71001_barra_beta_topG 28.94 45.41 39.00 21.99 39.00 -64.31 -151.98 -143.59 -170.35
6 multin_zz1000_71001_barra_btop_botG 13.26 29.73 23.32 6.31 23.32 -79.99 -167.67 -159.27 -186.04
7 multin_zz1000_71001_barra_momentum_botG 12.91 29.38 22.97 5.96 22.97 -80.34 -168.02 -159.62 -186.39
8 multin_zz1000_71001_barra_liquidity_topG 4.59 21.06 14.65 -2.36 14.66 -88.66 -176.33 -167.93 -194.70
9 multin_zz1000_71001_barra_growth_botG 2.38 18.85 12.44 -4.57 12.44 -90.87 -178.55 -170.15 -196.92