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_20250812_151520
0 multin_zz1000_71001_barra_btop_botG -11.80 -23.02 16.78 -35.08 16.78 46.27 124.36 114.29 107.42
1 multin_zz1000_71001_barra_liquidity_topG -14.98 -26.20 13.60 -38.26 13.60 43.09 121.18 111.11 104.24
2 multin_zz1000_71001_barra_leverage_botG -25.82 -37.05 2.75 -49.11 2.75 32.24 110.33 100.27 93.40
3 multin_zz1000_71001_barra_residualvolatility_botG -33.10 -44.32 -4.52 -56.38 -4.52 24.97 103.06 92.99 86.12
4 multin_zz1000_71001_barra_beta_topG -36.91 -48.14 -8.34 -60.20 -8.34 21.15 99.24 89.18 82.31
5 multin_zz1000_71001_barra_momentum_botG -36.99 -48.22 -8.42 -60.28 -8.42 21.08 99.16 89.10 82.23
6 multin_zz1000_71001_barra_earningsyield_botG -38.67 -49.90 -10.10 -61.96 -10.10 19.40 97.48 87.42 80.55
7 multin_zz1000_71001_barra_growth_botG -41.15 -52.37 -12.57 -64.43 -12.57 16.92 95.01 84.94 78.07
8 multin_zz1000_71001_barra_nonlinearsize_botG -73.94 -85.17 -45.37 -97.23 -45.37 -15.88 62.21 52.14 45.27
9 multin_zz1000_71001_barra_size_botG -73.94 -85.17 -45.37 -97.23 -45.37 -15.88 62.21 52.14 45.27