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_20250730_151521
0 multin_zz1000_71001_barra_nonlinearsize_botG 64.67 49.74 -17.74 -15.62 -17.74 22.80 21.60 -12.96 -25.56
1 multin_zz1000_71001_barra_size_botG 64.67 49.74 -17.74 -15.62 -17.74 22.80 21.60 -12.96 -25.56
2 multin_zz1000_71001_barra_growth_botG 63.76 48.83 -18.65 -16.53 -18.65 21.89 20.69 -13.87 -26.47
3 multin_zz1000_71001_barra_momentum_botG 48.63 33.69 -33.79 -31.67 -33.79 6.75 5.55 -29.01 -41.61
4 multin_zz1000_71001_barra_residualvolatility_botG 29.21 14.28 -53.21 -51.08 -53.20 -12.66 -13.86 -48.42 -61.02
5 multin_zz1000_71001_barra_leverage_botG 24.24 9.31 -58.18 -56.05 -58.18 -17.63 -18.83 -53.39 -66.00
6 multin_zz1000_71001_barra_earningsyield_botG -3.37 -18.31 -85.79 -83.67 -85.79 -45.25 -46.45 -81.01 -93.61
7 multin_zz1000_71001_barra_btop_botG -3.80 -18.73 -86.22 -84.10 -86.22 -45.67 -46.87 -81.43 -94.04
8 multin_zz1000_71001_barra_liquidity_topG -37.63 -52.57 -120.05 -117.93 -120.05 -79.51 -80.71 -115.27 -127.87
9 multin_zz1000_71001_barra_beta_topG -41.61 -56.55 -124.03 -121.91 -124.03 -83.48 -84.69 -119.25 -131.85