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_20250902_151522
0 multin_zz1000_71001_barra_nonlinearsize_botG 254.48 213.55 2.93 80.00 2.93 105.57 -92.16 -70.73 -73.76
1 multin_zz1000_71001_barra_size_botG 254.48 213.55 2.93 80.00 2.93 105.57 -92.16 -70.73 -73.76
2 multin_zz1000_71001_barra_momentum_botG 147.16 106.23 -104.39 -27.33 -104.39 -1.75 -199.48 -178.05 -181.08
3 multin_zz1000_71001_barra_residualvolatility_botG 103.14 62.21 -148.41 -71.34 -148.41 -45.77 -243.50 -222.07 -225.10
4 multin_zz1000_71001_barra_growth_botG 101.27 60.35 -150.27 -73.21 -150.27 -47.64 -245.37 -223.94 -226.97
5 multin_zz1000_71001_barra_beta_topG 98.03 57.11 -153.52 -76.45 -153.52 -50.88 -248.61 -227.18 -230.21
6 multin_zz1000_71001_barra_leverage_botG 75.96 35.03 -175.59 -98.52 -175.59 -72.95 -270.68 -249.25 -252.28
7 multin_zz1000_71001_barra_btop_botG 22.57 -18.35 -228.97 -151.91 -228.98 -126.34 -324.07 -302.64 -305.67
8 multin_zz1000_71001_barra_earningsyield_botG 16.74 -24.19 -234.81 -157.75 -234.81 -132.18 -329.90 -308.47 -311.51
9 multin_zz1000_71001_barra_liquidity_topG -32.48 -73.41 -284.03 -206.97 -284.03 -181.40 -379.12 -357.69 -360.73