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_20250108_151526
0 multin_zz1000_71001_barra_liquidity_topG 137.57 127.31 52.82 104.89 86.26 98.92 136.00 132.13 136.99
1 multin_zz1000_71001_barra_growth_botG 79.98 69.72 -4.76 47.31 28.67 41.34 78.41 74.55 79.41
2 multin_zz1000_71001_barra_btop_botG 65.39 55.13 -19.35 32.72 14.08 26.75 63.82 59.96 64.82
3 multin_zz1000_71001_barra_earningsyield_botG 38.63 28.36 -46.12 5.95 -12.69 -0.02 37.05 33.19 38.05
4 multin_zz1000_71001_barra_size_botG 37.92 27.66 -46.82 5.25 -13.39 -0.73 36.35 32.49 37.35
5 multin_zz1000_71001_barra_nonlinearsize_botG 37.92 27.66 -46.82 5.25 -13.39 -0.73 36.35 32.49 37.35
6 multin_zz1000_71001_barra_leverage_botG 34.08 23.82 -50.67 1.40 -17.24 -4.57 32.50 28.64 33.50
7 multin_zz1000_71001_barra_beta_topG 22.06 11.80 -62.68 -10.61 -29.25 -16.58 20.49 16.63 21.49
8 multin_zz1000_71001_barra_momentum_botG -8.48 -18.74 -93.23 -41.16 -59.79 -47.13 -10.05 -13.91 -9.06
9 multin_zz1000_71001_barra_residualvolatility_botG -23.94 -34.21 -108.69 -56.62 -75.26 -62.59 -25.52 -29.38 -24.52