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_20250829_151542
0 multin_zz1000_71001_barra_btop_botG -0.45 -59.08 -11.31 -93.87 -11.31 38.84 65.39 78.32 45.98
1 multin_zz1000_71001_barra_momentum_botG -7.84 -66.46 -18.69 -101.25 -18.69 31.45 58.01 70.94 38.60
2 multin_zz1000_71001_barra_leverage_botG -13.74 -72.37 -24.60 -107.16 -24.60 25.55 52.10 65.03 32.69
3 multin_zz1000_71001_barra_earningsyield_botG -23.30 -81.92 -34.15 -116.71 -34.15 15.99 42.55 55.48 23.14
4 multin_zz1000_71001_barra_beta_topG -23.70 -82.33 -34.55 -117.12 -34.55 15.59 42.14 55.08 22.73
5 multin_zz1000_71001_barra_nonlinearsize_botG -33.84 -92.46 -44.69 -127.25 -44.69 5.45 32.01 44.94 12.59
6 multin_zz1000_71001_barra_size_botG -33.84 -92.46 -44.69 -127.25 -44.69 5.45 32.01 44.94 12.59
7 multin_zz1000_71001_barra_liquidity_topG -40.59 -99.21 -51.44 -134.00 -51.44 -1.30 25.26 38.19 5.85
8 multin_zz1000_71001_barra_residualvolatility_botG -43.57 -102.20 -54.43 -136.99 -54.43 -4.28 22.27 35.20 2.86
9 multin_zz1000_71001_barra_growth_botG -74.24 -132.86 -85.09 -167.65 -85.09 -34.95 -8.39 4.54 -27.80