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_20250806_151523
0 multin_zz1000_71001_barra_beta_topG 82.59 104.16 190.39 164.88 190.39 108.27 39.85 30.03 47.36
1 multin_zz1000_71001_barra_btop_botG 37.57 59.13 145.37 119.86 145.37 63.25 -5.17 -14.99 2.34
2 multin_zz1000_71001_barra_earningsyield_botG 27.60 49.16 135.39 109.89 135.39 53.28 -15.15 -24.96 -7.63
3 multin_zz1000_71001_barra_liquidity_topG 22.87 44.43 130.67 105.16 130.67 48.55 -19.87 -29.69 -12.36
4 multin_zz1000_71001_barra_leverage_botG -3.12 18.44 104.68 79.17 104.68 22.56 -45.86 -55.68 -38.35
5 multin_zz1000_71001_barra_residualvolatility_botG -25.53 -3.96 82.27 56.76 82.27 0.15 -68.27 -78.08 -60.76
6 multin_zz1000_71001_barra_growth_botG -30.59 -9.02 77.21 51.70 77.21 -4.91 -73.33 -83.14 -65.82
7 multin_zz1000_71001_barra_nonlinearsize_botG -36.35 -14.79 71.44 45.94 71.44 -10.67 -79.10 -88.91 -71.58
8 multin_zz1000_71001_barra_size_botG -36.35 -14.79 71.44 45.94 71.44 -10.67 -79.10 -88.91 -71.58
9 multin_zz1000_71001_barra_momentum_botG -57.32 -35.75 50.48 24.97 50.48 -31.64 -100.06 -109.88 -92.55