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_20250805_151523
0 multin_zz1000_71001_barra_liquidity_topG 31.22 35.55 100.08 21.48 100.08 -6.18 -27.51 -38.14 -62.42
1 multin_zz1000_71001_barra_residualvolatility_botG 24.95 29.29 93.81 15.21 93.81 -12.45 -33.78 -44.40 -68.68
2 multin_zz1000_71001_barra_nonlinearsize_botG 24.62 28.95 93.48 14.88 93.48 -12.78 -34.11 -44.73 -69.01
3 multin_zz1000_71001_barra_size_botG 24.62 28.95 93.48 14.88 93.48 -12.78 -34.11 -44.73 -69.01
4 multin_zz1000_71001_barra_growth_botG 17.01 21.34 85.87 7.27 85.87 -20.39 -41.72 -52.35 -76.62
5 multin_zz1000_71001_barra_beta_topG -0.19 4.15 68.67 -9.93 68.67 -37.59 -58.92 -69.54 -93.82
6 multin_zz1000_71001_barra_leverage_botG -1.39 2.95 67.47 -11.13 67.47 -38.79 -60.12 -70.74 -95.02
7 multin_zz1000_71001_barra_btop_botG -5.55 -1.22 63.31 -15.29 63.31 -42.95 -64.28 -74.90 -99.18
8 multin_zz1000_71001_barra_momentum_botG -11.77 -7.44 57.09 -21.51 57.09 -49.17 -70.50 -81.12 -105.40
9 multin_zz1000_71001_barra_earningsyield_botG -13.23 -8.89 55.63 -22.97 55.63 -50.63 -71.96 -82.58 -106.86