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_20250715_151541
0 multin_zz1000_71001_barra_btop_botG 24.74 -2.60 -4.47 -7.52 -4.47 101.66 207.99 214.60 197.84
1 multin_zz1000_71001_barra_beta_topG 16.79 -10.55 -12.42 -15.47 -12.42 93.71 200.04 206.65 189.89
2 multin_zz1000_71001_barra_earningsyield_botG -17.75 -45.08 -46.96 -50.00 -46.96 59.17 165.51 172.12 155.35
3 multin_zz1000_71001_barra_leverage_botG -36.59 -63.93 -65.80 -68.85 -65.80 40.33 146.67 153.28 136.51
4 multin_zz1000_71001_barra_residualvolatility_botG -41.71 -69.05 -70.92 -73.97 -70.92 35.21 141.54 148.15 131.39
5 multin_zz1000_71001_barra_liquidity_topG -46.36 -73.70 -75.58 -78.62 -75.57 30.56 136.89 143.50 126.74
6 multin_zz1000_71001_barra_momentum_botG -83.73 -111.06 -112.94 -115.98 -112.94 -6.81 99.53 106.14 89.37
7 multin_zz1000_71001_barra_growth_botG -89.39 -116.73 -118.60 -121.65 -118.60 -12.47 93.86 100.48 83.71
8 multin_zz1000_71001_barra_nonlinearsize_botG -98.33 -125.67 -127.54 -130.59 -127.54 -21.41 84.92 91.53 74.77
9 multin_zz1000_71001_barra_size_botG -98.33 -125.67 -127.54 -130.59 -127.54 -21.41 84.92 91.53 74.77