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_20250703_151547
0 multin_zz1000_71001_barra_leverage_botG 11.03 12.26 64.70 2.17 64.70 -0.09 -31.35 50.51 0.22
1 multin_zz1000_71001_barra_liquidity_topG 8.30 9.53 61.97 -0.55 61.97 -2.82 -34.08 47.78 -2.50
2 multin_zz1000_71001_barra_momentum_botG 6.15 7.38 59.82 -2.70 59.82 -4.97 -36.23 45.63 -4.65
3 multin_zz1000_71001_barra_earningsyield_botG 5.67 6.90 59.34 -3.18 59.34 -5.45 -36.71 45.15 -5.14
4 multin_zz1000_71001_barra_btop_botG 2.70 3.93 56.37 -6.15 56.37 -8.42 -39.68 42.18 -8.10
5 multin_zz1000_71001_barra_beta_topG 2.54 3.77 56.20 -6.32 56.20 -8.59 -39.84 42.02 -8.27
6 multin_zz1000_71001_barra_residualvolatility_botG -0.28 0.95 53.38 -9.14 53.38 -11.41 -42.66 39.20 -11.09
7 multin_zz1000_71001_barra_growth_botG -3.70 -2.47 49.96 -12.56 49.96 -14.83 -46.08 35.78 -14.51
8 multin_zz1000_71001_barra_nonlinearsize_botG -10.19 -8.96 43.48 -19.04 43.48 -21.31 -52.57 29.29 -20.99
9 multin_zz1000_71001_barra_size_botG -10.19 -8.96 43.48 -19.04 43.48 -21.31 -52.57 29.29 -20.99