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_20250612_151537
0 multin_zz1000_71001_barra_beta_topG 72.28 67.52 80.19 86.67 80.19 30.04 -39.65 -20.59 -14.34
1 multin_zz1000_71001_barra_btop_botG 62.88 58.12 70.79 77.27 70.79 20.64 -49.05 -29.99 -23.74
2 multin_zz1000_71001_barra_leverage_botG 52.61 47.85 60.51 67.00 60.51 10.37 -59.32 -40.26 -34.01
3 multin_zz1000_71001_barra_nonlinearsize_botG 47.64 42.88 55.54 62.02 55.54 5.40 -64.29 -45.23 -38.99
4 multin_zz1000_71001_barra_size_botG 47.64 42.88 55.54 62.02 55.54 5.40 -64.29 -45.23 -38.99
5 multin_zz1000_71001_barra_liquidity_topG 30.13 25.37 38.03 44.52 38.03 -12.11 -81.80 -62.74 -56.49
6 multin_zz1000_71001_barra_residualvolatility_botG 23.09 18.33 31.00 37.48 30.99 -19.15 -88.84 -69.78 -63.53
7 multin_zz1000_71001_barra_earningsyield_botG 21.46 16.70 29.37 35.85 29.37 -20.78 -90.47 -71.41 -65.16
8 multin_zz1000_71001_barra_growth_botG 14.85 10.09 22.75 29.24 22.75 -27.39 -97.08 -78.02 -71.77
9 multin_zz1000_71001_barra_momentum_botG 1.28 -3.48 9.19 15.67 9.19 -40.96 -110.65 -91.59 -85.34