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_20250212_151527
0 multin_zz1000_71001_barra_beta_topG 37.57 49.75 61.51 96.58 189.67 135.06 111.53 124.73 127.44
1 multin_zz1000_71001_barra_liquidity_topG 35.42 47.60 59.36 94.42 187.52 132.91 109.38 122.58 125.29
2 multin_zz1000_71001_barra_earningsyield_botG 14.04 26.22 37.98 73.04 166.14 111.53 88.00 101.20 103.91
3 multin_zz1000_71001_barra_btop_botG 8.04 20.22 31.98 67.05 160.14 105.53 82.00 95.20 97.91
4 multin_zz1000_71001_barra_growth_botG -47.11 -34.93 -23.17 11.89 104.99 50.38 26.85 40.05 42.76
5 multin_zz1000_71001_barra_leverage_botG -47.69 -35.51 -23.75 11.32 104.41 49.80 26.27 39.47 42.18
6 multin_zz1000_71001_barra_momentum_botG -51.78 -39.60 -27.84 7.23 100.32 45.72 22.19 35.38 38.09
7 multin_zz1000_71001_barra_residualvolatility_botG -89.08 -76.90 -65.14 -30.08 63.02 8.41 -15.12 -1.93 0.78
8 multin_zz1000_71001_barra_nonlinearsize_botG -108.90 -96.72 -84.96 -49.90 43.20 -11.41 -34.94 -21.74 -19.03
9 multin_zz1000_71001_barra_size_botG -108.90 -96.72 -84.96 -49.90 43.20 -11.41 -34.94 -21.74 -19.03