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_20250801_151539
0 multin_zz1000_71001_barra_nonlinearsize_botG 134.16 165.71 150.46 192.64 150.46 45.96 -110.91 -73.88 -55.61
1 multin_zz1000_71001_barra_size_botG 134.16 165.71 150.46 192.64 150.46 45.96 -110.91 -73.88 -55.61
2 multin_zz1000_71001_barra_residualvolatility_botG 106.40 137.96 122.71 164.88 122.71 18.21 -138.67 -101.63 -83.36
3 multin_zz1000_71001_barra_growth_botG 57.65 89.21 73.96 116.13 73.96 -30.54 -187.42 -150.39 -132.11
4 multin_zz1000_71001_barra_leverage_botG 55.33 86.89 71.64 113.81 71.64 -32.86 -189.74 -152.70 -134.43
5 multin_zz1000_71001_barra_momentum_botG 48.91 80.47 65.22 107.39 65.22 -39.28 -196.16 -159.13 -140.85
6 multin_zz1000_71001_barra_beta_topG 32.13 63.69 48.44 90.61 48.44 -56.06 -212.94 -175.90 -157.63
7 multin_zz1000_71001_barra_earningsyield_botG 6.76 38.32 23.07 65.24 23.07 -81.43 -238.31 -201.28 -183.00
8 multin_zz1000_71001_barra_btop_botG -27.49 4.07 -11.18 30.99 -11.18 -115.68 -272.56 -235.52 -217.25
9 multin_zz1000_71001_barra_liquidity_topG -51.37 -19.81 -35.06 7.11 -35.06 -139.56 -296.44 -259.41 -241.13