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_20250723_135549
0 multin_zz1000_71001_barra_momentum_botG 3.30 -13.60 17.02 -22.53 17.02 32.51 38.49 -21.46 -19.48
1 multin_zz1000_71001_barra_residualvolatility_botG -1.57 -18.47 12.15 -27.40 12.15 27.64 33.62 -26.33 -24.35
2 multin_zz1000_71001_barra_earningsyield_botG -12.09 -28.99 1.62 -37.92 1.62 17.12 23.10 -36.85 -34.88
3 multin_zz1000_71001_barra_leverage_botG -12.49 -29.39 1.23 -38.31 1.23 16.72 22.71 -37.24 -35.27
4 multin_zz1000_71001_barra_nonlinearsize_botG -14.71 -31.60 -0.99 -40.53 -0.99 14.51 20.49 -39.46 -37.49
5 multin_zz1000_71001_barra_size_botG -14.71 -31.60 -0.99 -40.53 -0.99 14.51 20.49 -39.46 -37.49
6 multin_zz1000_71001_barra_btop_botG -19.84 -36.74 -6.12 -45.66 -6.12 9.37 15.35 -44.60 -42.62
7 multin_zz1000_71001_barra_growth_botG -27.12 -44.01 -13.40 -52.94 -13.40 2.10 8.08 -51.87 -49.90
8 multin_zz1000_71001_barra_beta_topG -38.05 -54.94 -24.33 -63.87 -24.33 -8.83 -2.85 -62.80 -60.83
9 multin_zz1000_71001_barra_liquidity_topG -50.97 -67.87 -37.26 -76.80 -37.26 -21.76 -15.78 -75.73 -73.76