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_20250708_151524
0 multin_zz1000_71001_barra_beta_topG 60.31 55.42 183.65 98.87 183.65 72.91 -84.88 -82.94 -14.10
1 multin_zz1000_71001_barra_momentum_botG 45.71 40.82 169.05 84.27 169.05 58.31 -99.48 -97.54 -28.70
2 multin_zz1000_71001_barra_earningsyield_botG 11.15 6.25 134.48 49.71 134.48 23.75 -134.04 -132.10 -63.26
3 multin_zz1000_71001_barra_liquidity_topG 7.91 3.02 131.25 46.47 131.25 20.52 -137.27 -135.33 -66.49
4 multin_zz1000_71001_barra_btop_botG 3.13 -1.76 126.47 41.69 126.47 15.74 -142.06 -140.11 -71.27
5 multin_zz1000_71001_barra_residualvolatility_botG 2.68 -2.21 126.02 41.24 126.02 15.28 -142.51 -140.57 -71.73
6 multin_zz1000_71001_barra_leverage_botG -5.18 -10.07 118.16 33.38 118.16 7.42 -150.37 -148.43 -79.59
7 multin_zz1000_71001_barra_growth_botG -9.89 -14.79 113.44 28.67 113.44 2.71 -155.08 -153.14 -84.30
8 multin_zz1000_71001_barra_nonlinearsize_botG -26.26 -31.15 97.08 12.30 97.08 -13.65 -171.45 -169.50 -100.66
9 multin_zz1000_71001_barra_size_botG -26.26 -31.15 97.08 12.30 97.08 -13.65 -171.44 -169.50 -100.66