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_20250123_151545
0 multin_zz1000_71001_barra_residualvolatility_botG 77.44 72.67 57.45 16.36 38.23 21.81 29.55 5.94 18.97
1 multin_zz1000_71001_barra_nonlinearsize_botG 72.70 67.93 52.71 11.63 33.50 17.07 24.81 1.21 14.23
2 multin_zz1000_71001_barra_size_botG 72.70 67.93 52.71 11.63 33.50 17.07 24.81 1.21 14.23
3 multin_zz1000_71001_barra_momentum_botG 55.34 50.57 35.35 -5.74 16.14 -0.29 7.45 -16.16 -3.13
4 multin_zz1000_71001_barra_growth_botG 34.25 29.48 14.26 -26.83 -4.96 -21.38 -13.64 -37.25 -24.22
5 multin_zz1000_71001_barra_leverage_botG 30.43 25.66 10.44 -30.65 -8.77 -25.20 -17.46 -41.07 -28.04
6 multin_zz1000_71001_barra_beta_topG 26.74 21.97 6.75 -34.34 -12.46 -28.89 -21.15 -44.76 -31.73
7 multin_zz1000_71001_barra_earningsyield_botG 19.54 14.77 -0.45 -41.54 -19.67 -36.09 -28.35 -51.96 -38.93
8 multin_zz1000_71001_barra_liquidity_topG -19.80 -24.57 -39.79 -80.88 -59.01 -75.43 -67.69 -91.30 -78.27
9 multin_zz1000_71001_barra_btop_botG -19.87 -24.64 -39.86 -80.94 -59.07 -75.50 -67.76 -91.37 -78.34