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_20250717_151527
0 multin_zz1000_71001_barra_earningsyield_botG 47.54 53.52 160.57 93.61 160.57 76.03 127.97 135.55 177.03
1 multin_zz1000_71001_barra_liquidity_topG 31.37 37.35 144.40 77.44 144.40 59.86 111.80 119.38 160.86
2 multin_zz1000_71001_barra_btop_botG 21.72 27.71 134.76 67.79 134.76 50.22 102.15 109.74 151.22
3 multin_zz1000_71001_barra_beta_topG 0.04 6.02 113.07 46.11 113.07 28.53 80.47 88.05 129.53
4 multin_zz1000_71001_barra_growth_botG -21.40 -15.41 91.63 24.67 91.64 7.09 59.03 66.61 108.10
5 multin_zz1000_71001_barra_leverage_botG -30.77 -24.78 82.27 15.30 82.27 -2.27 49.66 57.24 98.73
6 multin_zz1000_71001_barra_residualvolatility_botG -37.71 -31.73 75.32 8.36 75.32 -9.22 42.72 50.30 91.78
7 multin_zz1000_71001_barra_momentum_botG -39.14 -33.15 73.90 6.93 73.90 -10.64 41.29 48.88 90.36
8 multin_zz1000_71001_barra_nonlinearsize_botG -55.42 -49.43 57.62 -9.35 57.62 -26.92 25.01 32.59 74.08
9 multin_zz1000_71001_barra_size_botG -55.42 -49.43 57.62 -9.35 57.62 -26.92 25.01 32.59 74.08