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_20250115_151530
0 multin_zz1000_71001_barra_liquidity_topG 49.45 77.67 18.72 52.31 -9.85 33.64 72.73 89.79 114.64
1 multin_zz1000_71001_barra_nonlinearsize_botG 48.70 76.92 17.96 51.56 -10.60 32.88 71.97 89.04 113.89
2 multin_zz1000_71001_barra_size_botG 48.70 76.92 17.96 51.56 -10.60 32.88 71.97 89.04 113.89
3 multin_zz1000_71001_barra_growth_botG 28.77 57.00 -1.96 31.64 -30.52 12.96 52.05 69.12 93.97
4 multin_zz1000_71001_barra_residualvolatility_botG 15.44 43.66 -15.29 18.31 -43.85 -0.37 38.72 55.79 80.64
5 multin_zz1000_71001_barra_earningsyield_botG 9.42 37.64 -21.31 12.28 -49.88 -6.39 32.70 49.77 74.61
6 multin_zz1000_71001_barra_leverage_botG 5.22 33.44 -25.52 8.08 -54.08 -10.60 28.49 45.56 70.41
7 multin_zz1000_71001_barra_btop_botG 2.07 30.29 -28.66 4.93 -57.23 -13.74 25.35 42.41 67.26
8 multin_zz1000_71001_barra_momentum_botG -5.83 22.39 -36.57 -2.97 -65.13 -21.65 17.44 34.51 59.36
9 multin_zz1000_71001_barra_beta_topG -13.06 15.16 -43.80 -10.20 -72.36 -28.88 10.22 27.28 52.13