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_20250121_151511
0 multin_zz1000_71001_barra_btop_botG 39.28 54.37 71.66 80.00 90.14 140.92 189.67 191.27 251.66
1 multin_zz1000_71001_barra_liquidity_topG 32.59 47.68 64.97 73.31 83.45 134.23 182.97 184.57 244.97
2 multin_zz1000_71001_barra_beta_topG 3.12 18.20 35.50 43.84 53.97 104.75 153.50 155.10 215.49
3 multin_zz1000_71001_barra_earningsyield_botG -21.78 -6.69 10.60 18.95 29.08 79.86 128.61 130.21 190.60
4 multin_zz1000_71001_barra_leverage_botG -23.50 -8.42 8.88 17.22 27.35 78.13 126.88 128.48 188.87
5 multin_zz1000_71001_barra_residualvolatility_botG -77.88 -62.80 -45.50 -37.16 -27.03 23.75 72.50 74.10 134.49
6 multin_zz1000_71001_barra_growth_botG -89.00 -73.91 -56.62 -48.28 -38.15 12.63 61.38 62.98 123.37
7 multin_zz1000_71001_barra_momentum_botG -113.12 -98.03 -80.74 -72.40 -62.27 -11.49 37.26 38.86 99.25
8 multin_zz1000_71001_barra_nonlinearsize_botG -143.04 -127.95 -110.66 -102.32 -92.19 -41.40 7.34 8.94 69.33
9 multin_zz1000_71001_barra_size_botG -143.04 -127.95 -110.66 -102.32 -92.19 -41.40 7.34 8.94 69.33