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_20250205_151519
0 multin_zz1000_71001_barra_beta_topG 258.62 273.59 182.20 376.05 319.94 132.46 2.66 51.12 107.14
1 multin_zz1000_71001_barra_earningsyield_botG 174.91 189.88 98.49 292.34 236.23 48.75 -81.05 -32.59 23.44
2 multin_zz1000_71001_barra_liquidity_topG 172.28 187.25 95.85 289.71 233.60 46.12 -83.68 -35.22 20.80
3 multin_zz1000_71001_barra_size_botG 141.32 156.29 64.90 258.75 202.64 15.16 -114.64 -66.18 -10.16
4 multin_zz1000_71001_barra_nonlinearsize_botG 141.32 156.29 64.90 258.75 202.64 15.16 -114.64 -66.18 -10.16
5 multin_zz1000_71001_barra_leverage_botG 97.82 112.79 21.40 215.26 159.14 -28.34 -158.14 -109.68 -53.65
6 multin_zz1000_71001_barra_btop_botG 95.48 110.45 19.05 212.91 156.80 -30.68 -160.48 -112.02 -56.00
7 multin_zz1000_71001_barra_momentum_botG 91.91 106.88 15.48 209.34 153.23 -34.25 -164.05 -115.59 -59.57
8 multin_zz1000_71001_barra_growth_botG 59.62 74.59 -16.81 177.05 120.93 -66.55 -196.34 -147.88 -91.86
9 multin_zz1000_71001_barra_residualvolatility_botG -6.63 8.34 -83.05 110.80 54.69 -132.79 -262.59 -214.13 -158.11