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_20250109_151525
0 multin_zz1000_71001_barra_liquidity_topG 77.35 104.58 47.22 116.77 104.36 25.57 28.33 57.32 26.64
1 multin_zz1000_71001_barra_beta_topG 71.12 98.35 41.00 110.54 98.13 19.34 22.10 51.09 20.41
2 multin_zz1000_71001_barra_earningsyield_botG 46.52 73.75 16.40 85.95 73.54 -5.26 -2.50 26.49 -4.19
3 multin_zz1000_71001_barra_btop_botG 44.10 71.33 13.98 83.53 71.12 -7.68 -4.92 24.07 -6.61
4 multin_zz1000_71001_barra_size_botG 34.13 61.36 4.01 73.56 61.15 -17.65 -14.89 14.10 -16.58
5 multin_zz1000_71001_barra_nonlinearsize_botG 34.13 61.36 4.01 73.56 61.15 -17.65 -14.89 14.10 -16.58
6 multin_zz1000_71001_barra_leverage_botG 15.64 42.87 -14.48 55.06 42.65 -36.14 -33.38 -4.39 -35.07
7 multin_zz1000_71001_barra_growth_botG -4.26 22.97 -34.38 35.16 22.75 -56.04 -53.28 -24.29 -54.97
8 multin_zz1000_71001_barra_momentum_botG -30.47 -3.24 -60.59 8.96 -3.45 -82.25 -79.49 -50.50 -81.18
9 multin_zz1000_71001_barra_residualvolatility_botG -41.25 -14.02 -71.38 -1.83 -14.24 -93.03 -90.27 -61.28 -91.96