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_20250220_151512
0 multin_zz1000_71001_barra_beta_topG 48.75 98.11 -0.43 151.76 124.17 5.17 -117.75 -103.74 12.61
1 multin_zz1000_71001_barra_leverage_botG 40.48 89.84 -8.70 143.49 115.90 -3.10 -126.02 -112.00 4.34
2 multin_zz1000_71001_barra_size_botG 39.13 88.49 -10.05 142.14 114.55 -4.45 -127.37 -113.35 2.99
3 multin_zz1000_71001_barra_nonlinearsize_botG 39.13 88.49 -10.05 142.14 114.55 -4.45 -127.37 -113.35 2.99
4 multin_zz1000_71001_barra_liquidity_topG 38.29 87.64 -10.89 141.29 113.71 -5.29 -128.22 -114.20 2.15
5 multin_zz1000_71001_barra_residualvolatility_botG 19.30 68.65 -29.89 122.30 94.72 -24.29 -147.21 -133.19 -16.84
6 multin_zz1000_71001_barra_earningsyield_botG 15.97 65.32 -33.22 118.97 91.39 -27.61 -150.54 -136.52 -20.17
7 multin_zz1000_71001_barra_btop_botG 15.75 65.10 -33.44 118.75 91.17 -27.84 -150.76 -136.74 -20.39
8 multin_zz1000_71001_barra_growth_botG 8.13 57.48 -41.05 111.13 83.55 -35.45 -158.38 -144.36 -28.01
9 multin_zz1000_71001_barra_momentum_botG 2.85 52.21 -46.33 105.86 78.28 -40.73 -163.65 -149.63 -33.28