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_20250411_151558
0 multin_zz1000_71001_barra_beta_topG 38.53 101.65 175.74 132.93 175.74 87.23 1.23 123.84 147.05
1 multin_zz1000_71001_barra_btop_botG 33.12 96.24 170.32 127.52 170.33 81.82 -4.18 118.42 141.64
2 multin_zz1000_71001_barra_earningsyield_botG 20.55 83.67 157.75 114.94 157.75 69.25 -16.76 105.85 129.07
3 multin_zz1000_71001_barra_leverage_botG 1.08 64.20 138.28 95.47 138.28 49.77 -36.23 86.38 109.59
4 multin_zz1000_71001_barra_liquidity_topG -1.94 61.18 135.26 92.46 135.26 46.76 -39.24 83.36 106.58
5 multin_zz1000_71001_barra_residualvolatility_botG -32.44 30.68 104.76 61.95 104.76 16.26 -69.74 52.86 76.08
6 multin_zz1000_71001_barra_growth_botG -47.74 15.38 89.46 46.65 89.46 0.96 -85.05 37.56 60.78
7 multin_zz1000_71001_barra_nonlinearsize_botG -71.70 -8.58 65.50 22.70 65.50 -23.00 -109.00 13.60 36.82
8 multin_zz1000_71001_barra_size_botG -71.70 -8.58 65.50 22.70 65.50 -23.00 -109.00 13.60 36.82
9 multin_zz1000_71001_barra_momentum_botG -136.00 -72.88 1.20 -41.61 1.20 -87.31 -173.31 -50.70 -27.48