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_20250116_151521
0 multin_zz1000_71001_barra_growth_botG 47.01 50.47 22.04 80.55 94.21 45.83 49.50 127.16 110.94
1 multin_zz1000_71001_barra_liquidity_topG 24.92 28.39 -0.05 58.46 72.13 23.74 27.42 105.07 88.86
2 multin_zz1000_71001_barra_size_botG 5.58 9.05 -19.38 39.13 52.79 4.41 8.08 85.73 69.52
3 multin_zz1000_71001_barra_nonlinearsize_botG 5.58 9.05 -19.38 39.13 52.79 4.41 8.08 85.73 69.52
4 multin_zz1000_71001_barra_beta_topG -9.52 -6.05 -34.48 24.03 37.69 -10.69 -7.02 70.64 54.42
5 multin_zz1000_71001_barra_earningsyield_botG -9.96 -6.50 -34.93 23.58 37.24 -11.14 -7.47 70.19 53.97
6 multin_zz1000_71001_barra_btop_botG -19.95 -16.48 -44.92 13.59 27.26 -21.13 -17.45 60.20 43.99
7 multin_zz1000_71001_barra_leverage_botG -31.57 -28.10 -56.54 1.97 15.63 -32.75 -29.08 48.58 32.36
8 multin_zz1000_71001_barra_momentum_botG -33.13 -29.67 -58.10 0.41 14.07 -34.31 -30.64 47.02 30.80
9 multin_zz1000_71001_barra_residualvolatility_botG -35.48 -32.01 -60.45 -1.94 11.73 -36.66 -32.98 44.67 28.46