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_20250527_151526
0 multin_zz1000_71001_barra_nonlinearsize_botG 86.60 80.79 52.16 101.65 52.16 17.94 38.92 70.70 82.79
1 multin_zz1000_71001_barra_size_botG 86.60 80.79 52.16 101.65 52.16 17.94 38.92 70.70 82.79
2 multin_zz1000_71001_barra_growth_botG 86.52 80.71 52.08 101.57 52.08 17.86 38.84 70.62 82.71
3 multin_zz1000_71001_barra_momentum_botG 72.03 66.22 37.59 87.08 37.59 3.37 24.35 56.13 68.22
4 multin_zz1000_71001_barra_residualvolatility_botG 57.14 51.33 22.70 72.18 22.70 -11.53 9.46 41.24 53.33
5 multin_zz1000_71001_barra_leverage_botG 41.97 36.17 7.54 57.02 7.53 -26.69 -5.70 26.08 38.17
6 multin_zz1000_71001_barra_earningsyield_botG 26.28 20.47 -8.16 41.33 -8.16 -42.39 -21.40 10.38 22.47
7 multin_zz1000_71001_barra_liquidity_topG 25.47 19.67 -8.96 40.52 -8.97 -43.19 -22.20 9.57 21.66
8 multin_zz1000_71001_barra_btop_botG -13.40 -19.21 -47.84 1.65 -47.84 -82.07 -61.08 -29.30 -17.21
9 multin_zz1000_71001_barra_beta_topG -35.68 -41.48 -70.11 -20.63 -70.11 -104.34 -83.35 -51.57 -39.48