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_20250320_152955
0 multin_zz1000_71001_barra_growth_botG 40.15 61.25 -6.57 79.55 -6.57 26.96 321.33 429.77 458.59
1 multin_zz1000_71001_barra_momentum_botG 28.12 49.22 -18.60 67.52 -18.60 14.93 309.30 417.74 446.56
2 multin_zz1000_71001_barra_earningsyield_botG -17.11 4.00 -63.83 22.30 -63.83 -30.30 264.07 372.51 401.33
3 multin_zz1000_71001_barra_leverage_botG -19.14 1.97 -65.86 20.27 -65.86 -32.32 262.04 370.48 399.30
4 multin_zz1000_71001_barra_liquidity_topG -20.21 0.90 -66.93 19.20 -66.93 -33.39 260.97 369.41 398.23
5 multin_zz1000_71001_barra_nonlinearsize_botG -27.90 -6.79 -74.62 11.51 -74.62 -41.08 253.28 361.73 390.54
6 multin_zz1000_71001_barra_size_botG -27.90 -6.79 -74.62 11.51 -74.62 -41.08 253.28 361.73 390.54
7 multin_zz1000_71001_barra_residualvolatility_botG -32.48 -11.38 -79.21 6.92 -79.20 -45.67 248.69 357.14 385.95
8 multin_zz1000_71001_barra_btop_botG -75.88 -54.77 -122.60 -36.47 -122.60 -89.06 205.30 313.74 342.56
9 multin_zz1000_71001_barra_beta_topG -96.56 -75.46 -143.29 -57.16 -143.28 -109.75 184.62 293.06 321.87