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_20250227_155907
0 multin_zz1000_71001_barra_growth_botG 31.51 39.08 21.00 -20.00 -2.00 4.97 81.50 66.50 80.37
1 multin_zz1000_71001_barra_leverage_botG 19.89 27.46 9.38 -31.63 -13.62 -6.65 69.88 54.88 68.74
2 multin_zz1000_71001_barra_size_botG 17.74 25.30 7.23 -33.78 -15.77 -8.80 67.73 52.73 66.59
3 multin_zz1000_71001_barra_nonlinearsize_botG 17.74 25.30 7.23 -33.78 -15.77 -8.80 67.73 52.73 66.59
4 multin_zz1000_71001_barra_residualvolatility_botG 2.64 10.20 -7.88 -48.88 -30.88 -23.90 52.62 37.62 51.49
5 multin_zz1000_71001_barra_momentum_botG -2.46 5.10 -12.97 -53.98 -35.97 -29.00 47.53 32.53 46.39
6 multin_zz1000_71001_barra_earningsyield_botG -21.57 -14.00 -32.08 -73.09 -55.08 -48.11 28.42 13.42 27.29
7 multin_zz1000_71001_barra_liquidity_topG -22.95 -15.39 -33.47 -74.47 -56.47 -49.50 27.03 12.03 25.90
8 multin_zz1000_71001_barra_btop_botG -28.46 -20.89 -38.97 -79.98 -61.97 -55.00 21.53 6.53 20.40
9 multin_zz1000_71001_barra_beta_topG -59.73 -52.17 -70.25 -111.25 -93.24 -86.27 -9.74 -24.74 -10.88