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_20250211_175923
0 multin_zz1000_71001_barra_liquidity_topG 40.59 58.64 35.49 54.60 8.06 25.89 46.03 49.89 32.18
1 multin_zz1000_71001_barra_nonlinearsize_botG 9.18 27.22 4.07 23.18 -23.36 -5.53 14.61 18.47 0.76
2 multin_zz1000_71001_barra_size_botG 9.18 27.22 4.07 23.18 -23.36 -5.53 14.61 18.47 0.76
3 multin_zz1000_71001_barra_btop_botG -5.77 12.27 -10.88 8.24 -38.31 -20.47 -0.34 3.53 -14.19
4 multin_zz1000_71001_barra_growth_botG -9.27 8.78 -14.38 4.74 -41.80 -23.97 -3.84 0.03 -17.68
5 multin_zz1000_71001_barra_residualvolatility_botG -21.80 -3.76 -26.91 -7.79 -54.34 -36.50 -16.37 -12.50 -30.22
6 multin_zz1000_71001_barra_leverage_botG -37.48 -19.44 -42.59 -23.48 -70.02 -52.19 -32.05 -28.19 -45.90
7 multin_zz1000_71001_barra_beta_topG -41.01 -22.97 -46.12 -27.01 -73.55 -55.72 -35.58 -31.72 -49.43
8 multin_zz1000_71001_barra_earningsyield_botG -43.81 -25.77 -48.92 -29.80 -76.35 -58.51 -38.38 -34.51 -52.23
9 multin_zz1000_71001_barra_momentum_botG -53.78 -35.73 -58.89 -39.77 -86.31 -68.48 -48.35 -44.48 -62.19