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_20250402_151606
0 multin_zz1000_71001_barra_nonlinearsize_botG 3.55 20.94 33.33 40.98 33.33 1.35 9.58 24.70 24.94
1 multin_zz1000_71001_barra_size_botG 3.55 20.94 33.33 40.98 33.33 1.35 9.58 24.70 24.94
2 multin_zz1000_71001_barra_leverage_botG 2.74 20.13 32.53 40.18 32.53 0.55 8.77 23.90 24.13
3 multin_zz1000_71001_barra_liquidity_topG 1.23 18.62 31.02 38.67 31.02 -0.96 7.26 22.39 22.63
4 multin_zz1000_71001_barra_beta_topG -2.94 14.44 26.84 34.49 26.84 -5.14 3.08 18.21 18.45
5 multin_zz1000_71001_barra_btop_botG -8.07 9.32 21.72 29.37 21.72 -10.26 -2.04 13.09 13.32
6 multin_zz1000_71001_barra_residualvolatility_botG -10.93 6.45 18.85 26.50 18.85 -13.13 -4.91 10.22 10.46
7 multin_zz1000_71001_barra_earningsyield_botG -16.03 1.36 13.75 21.40 13.75 -18.23 -10.00 5.12 5.36
8 multin_zz1000_71001_barra_growth_botG -19.61 -2.22 10.17 17.82 10.17 -21.81 -13.58 1.54 1.78
9 multin_zz1000_71001_barra_momentum_botG -39.21 -21.82 -9.43 -1.78 -9.43 -41.41 -33.18 -18.06 -17.82