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_20250710_151518
0 multin_zz1000_71001_barra_momentum_botG 52.43 28.01 77.23 19.06 77.23 68.29 -23.73 -66.98 -26.64
1 multin_zz1000_71001_barra_growth_botG 31.29 6.87 56.09 -2.09 56.09 47.15 -44.87 -88.13 -47.79
2 multin_zz1000_71001_barra_nonlinearsize_botG 30.84 6.42 55.64 -2.54 55.64 46.70 -45.32 -88.57 -48.23
3 multin_zz1000_71001_barra_size_botG 30.84 6.42 55.64 -2.54 55.64 46.70 -45.32 -88.57 -48.23
4 multin_zz1000_71001_barra_residualvolatility_botG 6.94 -17.48 31.75 -26.43 31.75 22.81 -69.21 -112.47 -72.13
5 multin_zz1000_71001_barra_earningsyield_botG -10.30 -34.72 14.50 -43.68 14.50 5.56 -86.46 -129.72 -89.38
6 multin_zz1000_71001_barra_leverage_botG -27.34 -51.76 -2.54 -60.72 -2.54 -11.48 -103.50 -146.75 -106.41
7 multin_zz1000_71001_barra_beta_topG -34.29 -58.71 -9.49 -67.66 -9.49 -18.43 -110.45 -153.70 -113.36
8 multin_zz1000_71001_barra_btop_botG -67.94 -92.36 -43.14 -101.31 -43.14 -52.08 -144.10 -187.35 -147.01
9 multin_zz1000_71001_barra_liquidity_topG -106.89 -131.31 -82.09 -140.27 -82.09 -91.03 -183.05 -226.31 -185.97