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_20250124_151526
0 multin_zz1000_71001_barra_beta_topG 66.01 133.87 106.57 166.92 248.87 163.67 42.17 42.04 34.99
1 multin_zz1000_71001_barra_liquidity_topG 14.23 82.09 54.80 115.15 197.10 111.90 -9.61 -9.73 -16.79
2 multin_zz1000_71001_barra_earningsyield_botG -11.81 56.05 28.76 89.10 171.05 85.85 -35.65 -35.78 -42.83
3 multin_zz1000_71001_barra_btop_botG -27.81 40.05 12.75 73.10 155.05 69.85 -51.65 -51.78 -58.83
4 multin_zz1000_71001_barra_leverage_botG -48.52 19.34 -7.96 52.39 134.34 49.14 -72.36 -72.49 -79.54
5 multin_zz1000_71001_barra_momentum_botG -83.52 -15.67 -42.96 17.39 99.34 14.14 -107.36 -107.49 -114.54
6 multin_zz1000_71001_barra_residualvolatility_botG -92.56 -24.71 -52.00 8.35 90.30 5.10 -116.40 -116.53 -123.58
7 multin_zz1000_71001_barra_growth_botG -103.04 -35.18 -62.48 -2.13 79.82 -5.38 -126.88 -127.01 -134.06
8 multin_zz1000_71001_barra_nonlinearsize_botG -116.05 -48.19 -75.49 -15.14 66.81 -18.39 -139.89 -140.02 -147.07
9 multin_zz1000_71001_barra_size_botG -116.05 -48.19 -75.49 -15.14 66.81 -18.39 -139.89 -140.02 -147.07