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_20250721_151522
0 multin_zz1000_71001_barra_nonlinearsize_botG 111.77 104.20 207.21 139.29 207.21 49.34 -242.65 -354.77 -315.74
1 multin_zz1000_71001_barra_size_botG 111.77 104.20 207.21 139.30 207.21 49.34 -242.65 -354.77 -315.74
2 multin_zz1000_71001_barra_growth_botG 56.74 49.17 152.18 84.26 152.18 -5.69 -297.68 -409.80 -370.77
3 multin_zz1000_71001_barra_residualvolatility_botG 55.48 47.91 150.91 83.00 150.92 -6.95 -298.94 -411.06 -372.03
4 multin_zz1000_71001_barra_momentum_botG 33.87 26.30 129.31 61.40 129.31 -28.56 -320.55 -432.67 -393.64
5 multin_zz1000_71001_barra_beta_topG 26.38 18.82 121.82 53.91 121.82 -36.04 -328.04 -440.15 -401.13
6 multin_zz1000_71001_barra_earningsyield_botG 12.55 4.98 107.98 40.07 107.98 -49.88 -341.88 -453.99 -414.96
7 multin_zz1000_71001_barra_leverage_botG 11.92 4.35 107.35 39.44 107.35 -50.51 -342.50 -454.62 -415.59
8 multin_zz1000_71001_barra_btop_botG -14.37 -21.94 81.06 13.15 81.07 -76.80 -368.79 -480.91 -441.88
9 multin_zz1000_71001_barra_liquidity_topG -15.67 -23.23 79.77 11.86 79.77 -78.09 -370.09 -482.20 -443.18