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_20250516_151541
0 multin_zz1000_71001_barra_liquidity_topG 72.96 90.81 95.74 142.87 95.74 25.95 -10.54 -7.61 19.17
1 multin_zz1000_71001_barra_momentum_botG 52.93 70.78 75.72 122.84 75.72 5.93 -30.56 -27.64 -0.85
2 multin_zz1000_71001_barra_earningsyield_botG 39.40 57.25 62.18 109.30 62.18 -7.61 -44.10 -41.17 -14.39
3 multin_zz1000_71001_barra_growth_botG 32.65 50.50 55.43 102.56 55.44 -14.36 -50.84 -47.92 -21.13
4 multin_zz1000_71001_barra_leverage_botG 29.26 47.11 52.05 99.17 52.05 -17.74 -54.23 -51.31 -24.52
5 multin_zz1000_71001_barra_beta_topG 28.25 46.10 51.04 98.16 51.04 -18.75 -55.24 -52.31 -25.53
6 multin_zz1000_71001_barra_size_botG 27.79 45.64 50.58 97.70 50.58 -19.21 -55.70 -52.78 -25.99
7 multin_zz1000_71001_barra_nonlinearsize_botG 27.79 45.64 50.58 97.70 50.58 -19.22 -55.70 -52.78 -25.99
8 multin_zz1000_71001_barra_residualvolatility_botG 26.44 44.30 49.23 96.35 49.23 -20.56 -57.05 -54.12 -27.34
9 multin_zz1000_71001_barra_btop_botG 18.38 36.23 41.16 88.29 41.16 -28.63 -65.12 -62.19 -35.41