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_20250214_151505
0 multin_zz1000_71001_barra_momentum_botG 49.28 24.96 123.62 23.97 108.64 70.89 40.38 -33.34 -2.03
1 multin_zz1000_71001_barra_beta_topG 44.16 19.85 118.50 18.86 103.53 65.77 35.27 -38.45 -7.14
2 multin_zz1000_71001_barra_leverage_botG 6.27 -18.05 80.61 -19.04 65.63 27.88 -2.63 -76.34 -45.03
3 multin_zz1000_71001_barra_residualvolatility_botG 1.68 -22.63 76.02 -23.63 61.05 23.29 -7.21 -80.93 -49.62
4 multin_zz1000_71001_barra_earningsyield_botG -22.18 -46.50 52.16 -47.49 37.18 -0.57 -31.08 -104.80 -73.49
5 multin_zz1000_71001_barra_btop_botG -26.14 -50.45 48.20 -51.45 33.23 -4.53 -35.04 -108.75 -77.44
6 multin_zz1000_71001_barra_nonlinearsize_botG -38.97 -63.28 35.38 -64.27 20.40 -17.35 -47.86 -121.58 -90.27
7 multin_zz1000_71001_barra_size_botG -38.97 -63.28 35.38 -64.27 20.40 -17.35 -47.86 -121.58 -90.27
8 multin_zz1000_71001_barra_growth_botG -54.14 -78.46 20.20 -79.45 5.23 -32.53 -63.04 -136.75 -105.44
9 multin_zz1000_71001_barra_liquidity_topG -94.43 -118.74 -20.09 -119.73 -35.06 -72.82 -103.32 -177.04 -145.73