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_20250923_151925
0 multin_zz1000_71001_barra_momentum_botG 1.79 -45.67 -108.79 -105.54 -108.79 47.55 353.72 352.61 413.67
1 multin_zz1000_71001_barra_residualvolatility_botG -14.26 -61.71 -124.84 -121.59 -124.84 31.50 337.67 336.56 397.62
2 multin_zz1000_71001_barra_leverage_botG -16.53 -63.98 -127.11 -123.85 -127.10 29.23 335.41 334.29 395.36
3 multin_zz1000_71001_barra_btop_botG -46.33 -93.78 -156.91 -153.65 -156.91 -0.57 305.61 304.49 365.55
4 multin_zz1000_71001_barra_liquidity_topG -52.75 -100.20 -163.33 -160.07 -163.33 -6.99 299.19 298.07 359.13
5 multin_zz1000_71001_barra_growth_botG -71.15 -118.60 -181.73 -178.48 -181.73 -25.39 280.78 279.67 340.73
6 multin_zz1000_71001_barra_earningsyield_botG -73.87 -121.33 -184.45 -181.20 -184.45 -28.11 278.06 276.95 338.01
7 multin_zz1000_71001_barra_nonlinearsize_botG -85.67 -133.13 -196.25 -193.00 -196.25 -39.92 266.26 265.15 326.21
8 multin_zz1000_71001_barra_size_botG -85.67 -133.13 -196.25 -193.00 -196.25 -39.92 266.26 265.15 326.21
9 multin_zz1000_71001_barra_beta_topG -90.82 -138.27 -201.40 -198.14 -201.40 -45.06 261.12 260.00 321.06