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_20250709_151525
0 multin_zz1000_71001_barra_residualvolatility_botG 49.54 63.23 22.93 28.66 22.93 45.41 72.93 20.93 1.34
1 multin_zz1000_71001_barra_momentum_botG 19.40 33.09 -7.21 -1.49 -7.21 15.27 42.78 -9.21 -28.80
2 multin_zz1000_71001_barra_growth_botG 18.16 31.85 -8.45 -2.73 -8.45 14.03 41.54 -10.45 -30.04
3 multin_zz1000_71001_barra_leverage_botG 11.16 24.86 -15.44 -9.72 -15.44 7.03 34.55 -17.45 -37.04
4 multin_zz1000_71001_barra_earningsyield_botG 10.22 23.91 -16.39 -10.66 -16.39 6.09 33.61 -18.39 -37.98
5 multin_zz1000_71001_barra_nonlinearsize_botG 4.59 18.28 -22.02 -16.30 -22.02 0.46 27.98 -24.02 -43.61
6 multin_zz1000_71001_barra_size_botG 4.59 18.28 -22.02 -16.30 -22.02 0.46 27.98 -24.02 -43.61
7 multin_zz1000_71001_barra_liquidity_topG -22.05 -8.36 -48.65 -42.93 -48.65 -26.18 1.34 -50.66 -70.25
8 multin_zz1000_71001_barra_btop_botG -28.37 -14.68 -54.98 -49.25 -54.98 -32.50 -4.98 -56.98 -76.57
9 multin_zz1000_71001_barra_beta_topG -39.20 -25.51 -65.81 -60.09 -65.81 -43.33 -15.82 -67.82 -87.40