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_20250724_151524
0 multin_zz1000_71001_barra_momentum_botG 50.78 37.24 190.86 123.08 190.86 74.47 -66.35 -79.32 -104.52
1 multin_zz1000_71001_barra_growth_botG 7.81 -5.73 147.89 80.11 147.89 31.50 -109.32 -122.29 -147.49
2 multin_zz1000_71001_barra_nonlinearsize_botG 2.92 -10.61 143.01 75.22 143.01 26.61 -114.21 -127.17 -152.37
3 multin_zz1000_71001_barra_size_botG 2.92 -10.61 143.01 75.22 143.01 26.61 -114.21 -127.17 -152.37
4 multin_zz1000_71001_barra_residualvolatility_botG -0.23 -13.77 139.85 72.07 139.85 23.46 -117.36 -130.33 -155.53
5 multin_zz1000_71001_barra_beta_topG -2.86 -16.39 137.23 69.44 137.23 20.83 -119.99 -132.96 -158.15
6 multin_zz1000_71001_barra_leverage_botG -4.41 -17.94 135.68 67.89 135.68 19.28 -121.54 -134.51 -159.70
7 multin_zz1000_71001_barra_earningsyield_botG -9.11 -22.64 130.98 63.19 130.98 14.58 -126.24 -139.20 -164.40
8 multin_zz1000_71001_barra_liquidity_topG -14.79 -28.32 125.30 57.51 125.30 8.90 -131.92 -144.89 -170.08
9 multin_zz1000_71001_barra_btop_botG -37.68 -51.21 102.40 34.62 102.41 -13.99 -154.81 -167.78 -192.98