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_20250807_151520
0 multin_zz1000_71001_barra_leverage_botG 19.83 54.15 23.24 16.96 23.24 16.40 21.08 47.03 79.69
1 multin_zz1000_71001_barra_growth_botG 17.26 51.59 20.67 14.40 20.67 13.83 18.52 44.46 77.12
2 multin_zz1000_71001_barra_liquidity_topG 15.07 49.39 18.48 12.20 18.48 11.64 16.32 42.26 74.93
3 multin_zz1000_71001_barra_btop_botG 8.03 42.36 11.45 5.17 11.45 4.60 9.29 35.23 67.89
4 multin_zz1000_71001_barra_beta_topG 7.40 41.73 10.81 4.53 10.81 3.97 8.65 34.60 67.26
5 multin_zz1000_71001_barra_momentum_botG 6.05 40.37 9.46 3.18 9.46 2.62 7.30 33.24 65.90
6 multin_zz1000_71001_barra_earningsyield_botG 2.63 36.95 6.04 -0.24 6.04 -0.80 3.88 29.83 62.49
7 multin_zz1000_71001_barra_nonlinearsize_botG 1.43 35.75 4.84 -1.44 4.84 -2.00 2.68 28.62 61.28
8 multin_zz1000_71001_barra_size_botG 1.43 35.75 4.84 -1.44 4.84 -2.00 2.68 28.62 61.28
9 multin_zz1000_71001_barra_residualvolatility_botG 0.66 34.98 4.07 -2.21 4.07 -2.77 1.91 27.85 60.51