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_20250311_151648
0 multin_zz1000_71001_barra_nonlinearsize_botG 15.20 13.86 58.95 39.14 58.95 11.09 -67.41 -120.80 -112.48
1 multin_zz1000_71001_barra_size_botG 15.20 13.86 58.95 39.14 58.95 11.09 -67.41 -120.80 -112.48
2 multin_zz1000_71001_barra_growth_botG 13.05 11.71 56.80 37.00 56.80 8.94 -69.55 -122.94 -114.63
3 multin_zz1000_71001_barra_momentum_botG 12.89 11.55 56.64 36.83 56.64 8.78 -69.72 -123.10 -114.79
4 multin_zz1000_71001_barra_residualvolatility_botG -3.07 -4.41 40.68 20.87 40.68 -7.18 -85.68 -139.07 -130.75
5 multin_zz1000_71001_barra_leverage_botG -6.15 -7.49 37.59 17.79 37.60 -10.26 -88.76 -142.15 -133.83
6 multin_zz1000_71001_barra_liquidity_topG -9.71 -11.05 34.04 14.24 34.04 -13.82 -92.31 -145.70 -137.39
7 multin_zz1000_71001_barra_earningsyield_botG -21.46 -22.79 22.29 2.49 22.29 -25.56 -104.06 -157.45 -149.13
8 multin_zz1000_71001_barra_btop_botG -33.27 -34.60 10.48 -9.32 10.48 -37.37 -115.87 -169.26 -160.94
9 multin_zz1000_71001_barra_beta_topG -41.23 -42.57 2.52 -17.28 2.52 -45.34 -123.84 -177.22 -168.91