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_20250725_151538
0 multin_zz1000_71001_barra_earningsyield_botG 70.18 69.83 79.45 130.69 79.45 36.81 57.69 26.45 26.79
1 multin_zz1000_71001_barra_btop_botG 54.57 54.21 63.84 115.08 63.84 21.20 42.08 10.84 11.18
2 multin_zz1000_71001_barra_residualvolatility_botG 41.76 41.41 51.03 102.28 51.03 8.39 29.28 -1.96 -1.62
3 multin_zz1000_71001_barra_leverage_botG 40.82 40.46 50.09 101.33 50.09 7.45 28.33 -2.91 -2.57
4 multin_zz1000_71001_barra_beta_topG 36.36 36.01 45.63 96.87 45.63 2.99 23.88 -7.36 -7.02
5 multin_zz1000_71001_barra_nonlinearsize_botG 16.16 15.80 25.43 76.67 25.43 -17.21 3.67 -27.57 -27.23
6 multin_zz1000_71001_barra_size_botG 16.15 15.80 25.43 76.67 25.43 -17.21 3.67 -27.57 -27.23
7 multin_zz1000_71001_barra_growth_botG 3.35 3.00 12.62 63.86 12.62 -30.02 -9.14 -40.38 -40.04
8 multin_zz1000_71001_barra_liquidity_topG -14.99 -15.34 -5.72 45.52 -5.72 -48.36 -27.48 -58.71 -58.38
9 multin_zz1000_71001_barra_momentum_botG -18.32 -18.67 -9.05 42.19 -9.05 -51.69 -30.81 -62.05 -61.71