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_20250901_151521
0 multin_zz1000_71001_barra_nonlinearsize_botG 62.58 52.25 145.57 84.36 145.57 36.41 -163.17 -121.97 -145.61
1 multin_zz1000_71001_barra_size_botG 62.58 52.25 145.57 84.36 145.57 36.41 -163.17 -121.97 -145.61
2 multin_zz1000_71001_barra_growth_botG 36.56 26.23 119.55 58.34 119.55 10.38 -189.20 -148.00 -171.63
3 multin_zz1000_71001_barra_btop_botG 33.15 22.82 116.14 54.93 116.14 6.97 -192.61 -151.41 -175.04
4 multin_zz1000_71001_barra_beta_topG 31.99 21.66 114.97 53.76 114.98 5.81 -193.77 -152.57 -176.20
5 multin_zz1000_71001_barra_earningsyield_botG 28.60 18.27 111.59 50.38 111.59 2.42 -197.16 -155.96 -179.59
6 multin_zz1000_71001_barra_liquidity_topG 24.78 14.45 107.77 46.56 107.77 -1.40 -200.98 -159.78 -183.41
7 multin_zz1000_71001_barra_leverage_botG 11.90 1.57 94.88 33.67 94.89 -14.28 -213.86 -172.66 -196.29
8 multin_zz1000_71001_barra_momentum_botG -10.11 -20.44 72.87 11.66 72.88 -36.29 -235.87 -194.67 -218.30
9 multin_zz1000_71001_barra_residualvolatility_botG -14.49 -24.82 68.50 7.29 68.50 -40.66 -240.25 -199.05 -222.68