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_20250722_151521
0 multin_zz1000_71001_barra_momentum_botG 82.04 35.58 116.99 37.57 116.99 112.98 -167.04 -214.53 -271.94
1 multin_zz1000_71001_barra_nonlinearsize_botG 37.93 -8.53 72.88 -6.53 72.89 68.87 -211.14 -258.64 -316.05
2 multin_zz1000_71001_barra_size_botG 37.93 -8.53 72.88 -6.54 72.88 68.87 -211.14 -258.64 -316.05
3 multin_zz1000_71001_barra_residualvolatility_botG -1.09 -47.55 33.86 -45.56 33.86 29.85 -250.17 -297.66 -355.07
4 multin_zz1000_71001_barra_growth_botG -20.35 -66.81 14.60 -64.82 14.60 10.59 -269.42 -316.92 -374.33
5 multin_zz1000_71001_barra_beta_topG -22.41 -68.86 12.55 -66.87 12.55 8.54 -271.48 -318.98 -376.38
6 multin_zz1000_71001_barra_leverage_botG -35.39 -81.85 -0.44 -79.86 -0.44 -4.45 -284.47 -331.96 -389.37
7 multin_zz1000_71001_barra_btop_botG -42.77 -89.23 -7.82 -87.24 -7.82 -11.83 -291.85 -339.34 -396.75
8 multin_zz1000_71001_barra_earningsyield_botG -49.42 -95.88 -14.47 -93.89 -14.47 -18.48 -298.50 -345.99 -403.40
9 multin_zz1000_71001_barra_liquidity_topG -93.36 -139.82 -58.41 -137.83 -58.41 -62.42 -342.43 -389.93 -447.34