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_20250122_151553
0 multin_zz1000_71001_barra_residualvolatility_botG 26.11 0.86 26.69 26.39 -59.10 44.57 111.81 82.49 102.23
1 multin_zz1000_71001_barra_momentum_botG -5.42 -30.67 -4.85 -5.14 -90.64 13.03 80.28 50.95 70.69
2 multin_zz1000_71001_barra_leverage_botG -10.09 -35.34 -9.52 -9.82 -95.31 8.36 75.60 46.28 66.02
3 multin_zz1000_71001_barra_nonlinearsize_botG -16.27 -41.52 -15.70 -16.00 -101.49 2.18 69.43 40.10 59.84
4 multin_zz1000_71001_barra_size_botG -16.27 -41.52 -15.70 -16.00 -101.49 2.18 69.43 40.10 59.84
5 multin_zz1000_71001_barra_btop_botG -31.32 -56.57 -30.75 -31.05 -116.54 -12.87 54.38 25.05 44.79
6 multin_zz1000_71001_barra_beta_topG -35.64 -60.89 -35.06 -35.36 -120.85 -17.18 50.06 20.74 40.48
7 multin_zz1000_71001_barra_earningsyield_botG -40.80 -66.05 -40.22 -40.52 -126.01 -22.34 44.90 15.58 35.32
8 multin_zz1000_71001_barra_growth_botG -53.27 -78.52 -52.69 -52.99 -138.49 -34.81 32.43 3.11 22.84
9 multin_zz1000_71001_barra_liquidity_topG -55.37 -80.62 -54.79 -55.09 -140.59 -36.91 30.33 1.01 20.74