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_20250618_151626
0 multin_zz1000_71001_barra_beta_topG 40.90 39.19 33.37 16.22 33.37 68.05 73.27 112.91 108.38
1 multin_zz1000_71001_barra_btop_botG 17.18 15.47 9.65 -7.50 9.65 44.33 49.55 89.19 84.66
2 multin_zz1000_71001_barra_residualvolatility_botG -1.73 -3.44 -9.26 -26.41 -9.26 25.43 30.64 70.29 65.75
3 multin_zz1000_71001_barra_earningsyield_botG -2.82 -4.53 -10.35 -27.50 -10.35 24.33 29.55 69.20 64.66
4 multin_zz1000_71001_barra_momentum_botG -17.85 -19.56 -25.38 -42.53 -25.38 9.30 14.52 54.17 49.63
5 multin_zz1000_71001_barra_growth_botG -17.94 -19.65 -25.47 -42.62 -25.47 9.21 14.43 54.08 49.54
6 multin_zz1000_71001_barra_leverage_botG -26.83 -28.54 -34.36 -51.51 -34.36 0.32 5.54 45.19 40.65
7 multin_zz1000_71001_barra_liquidity_topG -28.60 -30.31 -36.13 -53.28 -36.13 -1.45 3.77 43.41 38.88
8 multin_zz1000_71001_barra_nonlinearsize_botG -49.13 -50.84 -56.66 -73.81 -56.66 -21.98 -16.76 22.88 18.35
9 multin_zz1000_71001_barra_size_botG -49.13 -50.84 -56.66 -73.81 -56.66 -21.98 -16.76 22.88 18.35