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_20250210_151536
0 multin_zz1000_71001_barra_beta_topG 171.36 202.83 80.94 275.11 300.17 62.71 -27.06 9.80 2.40
1 multin_zz1000_71001_barra_earningsyield_botG 164.35 195.82 73.93 268.10 293.16 55.70 -34.07 2.79 -4.61
2 multin_zz1000_71001_barra_growth_botG 122.51 153.98 32.09 226.26 251.32 13.86 -75.91 -39.06 -46.45
3 multin_zz1000_71001_barra_size_botG 119.93 151.40 29.51 223.68 248.74 11.28 -78.49 -41.63 -49.03
4 multin_zz1000_71001_barra_nonlinearsize_botG 119.93 151.40 29.51 223.68 248.74 11.28 -78.49 -41.63 -49.03
5 multin_zz1000_71001_barra_liquidity_topG 105.93 137.40 15.51 209.68 234.74 -2.72 -92.49 -55.63 -63.03
6 multin_zz1000_71001_barra_btop_botG 91.73 123.20 1.31 195.48 220.54 -16.92 -106.69 -69.84 -77.23
7 multin_zz1000_71001_barra_momentum_botG 91.52 123.00 1.11 195.28 220.34 -17.12 -106.90 -70.04 -77.44
8 multin_zz1000_71001_barra_leverage_botG 89.41 120.88 -1.01 193.16 218.22 -19.24 -109.01 -72.15 -79.55
9 multin_zz1000_71001_barra_residualvolatility_botG -11.30 20.17 -101.72 92.45 117.51 -119.95 -209.72 -172.87 -180.27