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_20250728_151518
0 multin_zz1000_71001_barra_liquidity_topG 84.52 84.17 125.06 92.91 125.06 33.73 24.13 -28.52 -107.03
1 multin_zz1000_71001_barra_leverage_botG 36.32 35.97 76.86 44.71 76.86 -14.47 -24.07 -76.72 -155.23
2 multin_zz1000_71001_barra_earningsyield_botG 36.22 35.88 76.77 44.62 76.77 -14.57 -24.16 -76.81 -155.33
3 multin_zz1000_71001_barra_btop_botG 36.07 35.73 76.61 44.46 76.61 -14.72 -24.31 -76.97 -155.48
4 multin_zz1000_71001_barra_size_botG 35.69 35.35 76.23 44.08 76.24 -15.10 -24.69 -77.34 -155.86
5 multin_zz1000_71001_barra_nonlinearsize_botG 35.69 35.35 76.23 44.08 76.24 -15.10 -24.69 -77.34 -155.86
6 multin_zz1000_71001_barra_beta_topG 27.09 26.75 67.63 35.48 67.63 -23.70 -33.30 -85.95 -164.46
7 multin_zz1000_71001_barra_growth_botG 10.09 9.74 50.63 18.48 50.63 -40.70 -50.30 -102.95 -181.46
8 multin_zz1000_71001_barra_residualvolatility_botG 7.94 7.60 48.48 16.33 48.48 -42.85 -52.44 -105.10 -183.61
9 multin_zz1000_71001_barra_momentum_botG -59.64 -59.98 -19.09 -51.24 -19.09 -110.43 -120.02 -172.67 -251.19