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_20250224_151523
0 multin_zz1000_71001_barra_nonlinearsize_botG 65.04 105.35 69.66 109.09 87.93 30.71 -44.07 -42.34 -10.94
1 multin_zz1000_71001_barra_size_botG 65.04 105.35 69.66 109.09 87.93 30.71 -44.07 -42.34 -10.94
2 multin_zz1000_71001_barra_growth_botG 39.03 79.35 43.66 83.09 61.93 4.71 -70.07 -68.34 -36.94
3 multin_zz1000_71001_barra_residualvolatility_botG 21.70 62.02 26.33 65.76 44.60 -12.62 -87.40 -85.67 -54.27
4 multin_zz1000_71001_barra_momentum_botG 5.85 46.17 10.48 49.90 28.75 -28.48 -103.26 -101.53 -70.13
5 multin_zz1000_71001_barra_leverage_botG -28.77 11.55 -24.14 15.28 -5.87 -63.10 -137.88 -136.14 -104.75
6 multin_zz1000_71001_barra_liquidity_topG -32.84 7.48 -28.21 11.22 -9.94 -67.16 -141.94 -140.21 -108.81
7 multin_zz1000_71001_barra_beta_topG -34.56 5.76 -29.94 9.49 -11.66 -68.89 -143.67 -141.94 -110.54
8 multin_zz1000_71001_barra_earningsyield_botG -37.14 3.18 -32.51 6.92 -14.24 -71.46 -146.24 -144.51 -113.11
9 multin_zz1000_71001_barra_btop_botG -76.49 -36.17 -71.86 -32.44 -53.59 -110.82 -185.60 -183.86 -152.47