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_20250225_151653
0 multin_zz1000_71001_barra_beta_topG 59.20 120.53 26.38 125.02 13.58 45.77 27.35 54.84 123.12
1 multin_zz1000_71001_barra_earningsyield_botG 40.25 101.59 7.43 106.08 -5.36 26.83 8.40 35.89 104.17
2 multin_zz1000_71001_barra_growth_botG 23.63 84.97 -9.19 89.46 -21.99 10.21 -8.22 19.27 87.55
3 multin_zz1000_71001_barra_residualvolatility_botG 18.63 79.96 -14.19 84.45 -26.99 5.20 -13.22 14.27 82.55
4 multin_zz1000_71001_barra_leverage_botG 17.46 78.79 -15.36 83.28 -28.16 4.03 -14.39 13.10 81.38
5 multin_zz1000_71001_barra_btop_botG 16.04 77.38 -16.78 81.87 -29.57 2.62 -15.81 11.68 79.96
6 multin_zz1000_71001_barra_size_botG 8.30 69.64 -24.52 74.13 -37.31 -5.12 -23.55 3.94 72.23
7 multin_zz1000_71001_barra_nonlinearsize_botG 8.30 69.64 -24.52 74.13 -37.31 -5.12 -23.55 3.94 72.23
8 multin_zz1000_71001_barra_liquidity_topG 7.78 69.11 -25.04 73.60 -37.84 -5.65 -24.07 3.42 71.70
9 multin_zz1000_71001_barra_momentum_botG 5.90 67.23 -26.92 71.72 -39.72 -7.53 -25.95 1.54 69.82