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_20250303_151527
0 multin_zz1000_71001_barra_momentum_botG 91.80 55.34 86.95 103.88 104.95 42.19 -60.20 -69.42 -15.88
1 multin_zz1000_71001_barra_residualvolatility_botG 77.72 41.25 72.86 89.80 90.87 28.10 -74.29 -83.50 -29.97
2 multin_zz1000_71001_barra_size_botG 61.71 25.24 56.85 73.79 74.86 12.09 -90.30 -99.52 -45.98
3 multin_zz1000_71001_barra_nonlinearsize_botG 61.71 25.24 56.85 73.79 74.86 12.09 -90.30 -99.52 -45.98
4 multin_zz1000_71001_barra_leverage_botG 20.64 -15.82 15.79 32.73 33.80 -28.97 -131.36 -140.58 -87.04
5 multin_zz1000_71001_barra_beta_topG 17.11 -19.35 12.26 29.19 30.26 -32.51 -134.89 -144.11 -90.57
6 multin_zz1000_71001_barra_earningsyield_botG -3.42 -39.89 -8.28 8.66 9.73 -53.04 -155.42 -164.64 -111.10
7 multin_zz1000_71001_barra_growth_botG -3.95 -40.42 -8.80 8.13 9.20 -53.57 -155.95 -165.17 -111.63
8 multin_zz1000_71001_barra_btop_botG -50.70 -87.17 -55.56 -38.62 -37.55 -100.32 -202.71 -211.92 -158.39
9 multin_zz1000_71001_barra_liquidity_topG -58.66 -95.12 -63.51 -46.58 -45.51 -108.28 -210.66 -219.88 -166.34