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_20250226_154951
0 multin_zz1000_71001_barra_momentum_botG 25.72 44.51 11.51 77.21 142.62 16.57 -6.71 -32.62 -31.66
1 multin_zz1000_71001_barra_earningsyield_botG 25.54 44.32 11.32 77.03 142.44 16.39 -6.89 -32.81 -31.85
2 multin_zz1000_71001_barra_residualvolatility_botG 22.08 40.86 7.86 73.57 138.98 12.93 -10.35 -36.27 -35.31
3 multin_zz1000_71001_barra_growth_botG 17.57 36.36 3.36 69.06 134.47 8.42 -14.86 -40.78 -39.81
4 multin_zz1000_71001_barra_beta_topG 15.08 33.86 0.86 66.57 131.97 5.92 -17.36 -43.27 -42.31
5 multin_zz1000_71001_barra_btop_botG -1.79 17.00 -16.00 49.70 115.11 -10.94 -34.22 -60.13 -59.17
6 multin_zz1000_71001_barra_liquidity_topG -2.03 16.75 -16.25 49.46 114.87 -11.18 -34.46 -60.38 -59.42
7 multin_zz1000_71001_barra_leverage_botG -11.37 7.41 -25.59 40.12 105.53 -20.52 -43.80 -69.72 -68.76
8 multin_zz1000_71001_barra_nonlinearsize_botG -12.69 6.10 -26.90 38.80 104.21 -21.84 -45.12 -71.04 -70.07
9 multin_zz1000_71001_barra_size_botG -12.69 6.10 -26.90 38.80 104.21 -21.84 -45.12 -71.04 -70.07