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_20250711_151521
0 multin_zz1000_71001_barra_btop_botG 38.32 49.21 121.35 91.36 121.35 95.23 90.02 54.86 74.92
1 multin_zz1000_71001_barra_earningsyield_botG 36.82 47.71 119.85 89.86 119.85 93.73 88.52 53.36 73.42
2 multin_zz1000_71001_barra_beta_topG 26.39 37.28 109.42 79.43 109.42 83.30 78.09 42.93 62.99
3 multin_zz1000_71001_barra_leverage_botG -9.58 1.31 73.45 43.46 73.45 47.33 42.12 6.96 27.02
4 multin_zz1000_71001_barra_liquidity_topG -21.40 -10.50 61.63 31.65 61.63 35.51 30.30 -4.86 15.20
5 multin_zz1000_71001_barra_growth_botG -37.39 -26.49 45.64 15.66 45.64 19.53 14.31 -20.85 -0.79
6 multin_zz1000_71001_barra_momentum_botG -39.04 -28.15 43.99 14.00 43.98 17.87 12.66 -22.50 -2.44
7 multin_zz1000_71001_barra_residualvolatility_botG -39.94 -29.04 43.09 13.11 43.09 16.97 11.76 -23.40 -3.34
8 multin_zz1000_71001_barra_nonlinearsize_botG -57.05 -46.15 25.98 -4.00 25.98 -0.13 -5.34 -40.50 -20.45
9 multin_zz1000_71001_barra_size_botG -57.05 -46.15 25.98 -4.00 25.98 -0.13 -5.34 -40.50 -20.45