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_20250716_151519
0 multin_zz1000_71001_barra_nonlinearsize_botG 44.03 75.04 76.54 104.45 76.54 -4.81 20.79 7.70 16.00
1 multin_zz1000_71001_barra_size_botG 44.03 75.04 76.54 104.45 76.54 -4.81 20.79 7.70 16.00
2 multin_zz1000_71001_barra_residualvolatility_botG 33.35 64.35 65.85 93.77 65.85 -15.50 10.11 -2.98 5.31
3 multin_zz1000_71001_barra_leverage_botG 25.35 56.35 57.85 85.77 57.85 -23.50 2.11 -10.98 -2.69
4 multin_zz1000_71001_barra_earningsyield_botG 17.11 48.12 49.62 77.53 49.62 -31.73 -6.13 -19.22 -10.92
5 multin_zz1000_71001_barra_momentum_botG 15.37 46.37 47.87 75.79 47.87 -33.48 -7.87 -20.96 -12.67
6 multin_zz1000_71001_barra_btop_botG 11.90 42.90 44.40 72.32 44.40 -36.95 -11.35 -24.43 -16.14
7 multin_zz1000_71001_barra_growth_botG 11.22 42.23 43.73 71.64 43.73 -37.62 -12.02 -25.11 -16.81
8 multin_zz1000_71001_barra_liquidity_topG 3.97 34.98 36.47 64.39 36.48 -44.88 -19.27 -32.36 -24.06
9 multin_zz1000_71001_barra_beta_topG 0.65 31.65 33.15 61.07 33.15 -48.20 -22.59 -35.68 -27.39