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_20250718_151522
0 multin_zz1000_71001_barra_residualvolatility_botG 18.42 14.58 42.61 -20.03 42.61 18.05 -25.08 53.33 34.51
1 multin_zz1000_71001_barra_earningsyield_botG 18.04 14.20 42.23 -20.41 42.23 17.67 -25.46 52.95 34.13
2 multin_zz1000_71001_barra_momentum_botG 13.66 9.82 37.85 -24.79 37.85 13.29 -29.84 48.57 29.75
3 multin_zz1000_71001_barra_nonlinearsize_botG 8.93 5.09 33.11 -29.53 33.12 8.55 -34.58 43.83 25.01
4 multin_zz1000_71001_barra_size_botG 8.93 5.09 33.11 -29.53 33.12 8.55 -34.58 43.83 25.01
5 multin_zz1000_71001_barra_btop_botG -2.91 -6.76 21.27 -41.37 21.27 -3.29 -46.42 31.99 13.17
6 multin_zz1000_71001_barra_leverage_botG -8.09 -11.94 16.09 -46.55 16.09 -8.47 -51.60 26.81 7.99
7 multin_zz1000_71001_barra_growth_botG -8.94 -12.79 15.24 -47.40 15.24 -9.32 -52.45 25.96 7.14
8 multin_zz1000_71001_barra_liquidity_topG -26.94 -30.78 -2.76 -65.40 -2.75 -27.32 -70.45 7.96 -10.86
9 multin_zz1000_71001_barra_beta_topG -39.97 -43.82 -15.79 -78.43 -15.79 -40.35 -83.48 -5.07 -23.89