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_20250418_151520
0 multin_zz1000_71001_barra_beta_topG 87.66 67.34 76.64 53.13 76.64 79.63 57.50 -6.83 30.75
1 multin_zz1000_71001_barra_residualvolatility_botG 27.22 6.91 16.21 -7.31 16.21 19.20 -2.93 -67.26 -29.68
2 multin_zz1000_71001_barra_size_botG 24.21 3.89 13.20 -10.32 13.20 16.18 -5.95 -70.28 -32.69
3 multin_zz1000_71001_barra_nonlinearsize_botG 24.21 3.89 13.20 -10.32 13.20 16.18 -5.95 -70.28 -32.69
4 multin_zz1000_71001_barra_growth_botG 19.91 -0.40 8.90 -14.62 8.90 11.89 -10.25 -74.57 -36.99
5 multin_zz1000_71001_barra_earningsyield_botG 4.04 -16.27 -6.97 -30.49 -6.97 -3.98 -26.12 -90.44 -52.86
6 multin_zz1000_71001_barra_leverage_botG -16.25 -36.57 -27.27 -50.79 -27.27 -24.28 -46.41 -110.74 -73.16
7 multin_zz1000_71001_barra_btop_botG -19.18 -39.50 -30.20 -53.72 -30.20 -27.21 -49.34 -113.67 -76.09
8 multin_zz1000_71001_barra_liquidity_topG -22.09 -42.40 -33.10 -56.62 -33.10 -30.11 -52.25 -116.58 -78.99
9 multin_zz1000_71001_barra_momentum_botG -28.40 -48.72 -39.42 -62.94 -39.42 -36.43 -58.56 -122.89 -85.31