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_20250909_151523
0 multin_zz1000_71001_barra_momentum_botG 56.18 30.28 -59.26 9.04 -59.26 60.33 214.11 196.45 202.28
1 multin_zz1000_71001_barra_growth_botG 25.28 -0.63 -90.17 -21.86 -90.17 29.42 183.21 165.55 171.38
2 multin_zz1000_71001_barra_nonlinearsize_botG 12.35 -13.55 -103.09 -34.79 -103.09 16.50 170.28 152.62 158.45
3 multin_zz1000_71001_barra_size_botG 12.35 -13.55 -103.09 -34.79 -103.10 16.50 170.28 152.62 158.45
4 multin_zz1000_71001_barra_residualvolatility_botG 4.77 -21.13 -110.67 -42.37 -110.67 8.92 162.70 145.04 150.87
5 multin_zz1000_71001_barra_leverage_botG -5.75 -31.65 -121.20 -52.89 -121.20 -1.60 152.18 134.52 140.35
6 multin_zz1000_71001_barra_liquidity_topG -39.20 -65.11 -154.65 -86.34 -154.65 -35.06 118.73 101.07 106.90
7 multin_zz1000_71001_barra_earningsyield_botG -40.39 -66.29 -155.83 -87.53 -155.83 -36.24 117.54 99.88 105.71
8 multin_zz1000_71001_barra_btop_botG -53.01 -78.91 -168.46 -100.15 -168.46 -48.86 104.92 87.26 93.09
9 multin_zz1000_71001_barra_beta_topG -98.60 -124.50 -214.04 -145.74 -214.04 -94.45 59.33 41.67 47.50