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_20250617_151818
0 multin_zz1000_71001_barra_residualvolatility_botG 30.75 49.68 19.00 27.47 19.00 46.41 60.83 104.27 58.39
1 multin_zz1000_71001_barra_momentum_botG 29.07 48.00 17.32 25.79 17.32 44.73 59.15 102.59 56.70
2 multin_zz1000_71001_barra_growth_botG 18.80 37.72 7.04 15.51 7.04 34.45 48.87 92.31 46.43
3 multin_zz1000_71001_barra_beta_topG 4.32 23.25 -7.43 1.03 -7.43 19.98 34.39 77.84 31.95
4 multin_zz1000_71001_barra_size_botG -14.50 4.42 -26.26 -17.79 -26.26 1.15 15.57 59.01 13.13
5 multin_zz1000_71001_barra_nonlinearsize_botG -14.50 4.42 -26.26 -17.79 -26.26 1.15 15.57 59.01 13.13
6 multin_zz1000_71001_barra_leverage_botG -20.46 -1.54 -32.21 -23.75 -32.21 -4.81 9.61 53.06 7.17
7 multin_zz1000_71001_barra_liquidity_topG -27.86 -8.94 -39.62 -31.15 -39.62 -12.21 2.21 45.66 -0.23
8 multin_zz1000_71001_barra_earningsyield_botG -33.10 -14.18 -44.86 -36.39 -44.86 -17.45 -3.03 40.41 -5.47
9 multin_zz1000_71001_barra_btop_botG -46.12 -27.19 -57.87 -49.40 -57.87 -30.46 -16.04 27.40 -18.49