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_20250605_151525
0 multin_zz1000_71001_barra_beta_topG 69.14 87.11 142.97 118.99 142.97 115.52 152.37 71.24 -7.69
1 multin_zz1000_71001_barra_earningsyield_botG 25.03 43.01 98.87 74.89 98.86 71.42 108.27 27.14 -51.79
2 multin_zz1000_71001_barra_btop_botG 20.76 38.74 94.59 70.62 94.59 67.15 103.99 22.87 -56.06
3 multin_zz1000_71001_barra_liquidity_topG -8.30 9.67 65.53 41.55 65.53 38.08 74.93 -6.20 -85.13
4 multin_zz1000_71001_barra_residualvolatility_botG -11.64 6.34 62.19 38.22 62.19 34.75 71.59 -9.53 -88.46
5 multin_zz1000_71001_barra_growth_botG -36.53 -18.56 37.30 13.32 37.29 9.85 46.70 -34.43 -113.36
6 multin_zz1000_71001_barra_leverage_botG -36.79 -18.81 37.04 13.06 37.04 9.60 46.44 -34.68 -113.61
7 multin_zz1000_71001_barra_momentum_botG -65.90 -47.93 7.93 -16.05 7.93 -19.51 17.33 -63.80 -142.73
8 multin_zz1000_71001_barra_nonlinearsize_botG -67.98 -50.00 5.85 -18.13 5.85 -21.59 15.25 -65.87 -144.80
9 multin_zz1000_71001_barra_size_botG -67.98 -50.00 5.85 -18.13 5.85 -21.59 15.25 -65.87 -144.80