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_20250808_151519
0 multin_zz1000_71001_barra_nonlinearsize_botG 61.29 48.11 26.08 48.45 26.08 17.95 43.12 28.59 35.51
1 multin_zz1000_71001_barra_size_botG 61.29 48.11 26.08 48.45 26.08 17.95 43.12 28.59 35.51
2 multin_zz1000_71001_barra_residualvolatility_botG 33.25 20.08 -1.96 20.41 -1.96 -10.09 15.09 0.55 7.48
3 multin_zz1000_71001_barra_momentum_botG 23.65 10.47 -11.56 10.81 -11.56 -19.69 5.48 -9.05 -2.12
4 multin_zz1000_71001_barra_growth_botG 17.56 4.38 -17.65 4.72 -17.65 -25.78 -0.61 -15.14 -8.22
5 multin_zz1000_71001_barra_leverage_botG -23.05 -36.23 -58.26 -35.89 -58.26 -66.39 -41.22 -55.75 -48.83
6 multin_zz1000_71001_barra_liquidity_topG -38.15 -51.32 -73.36 -50.99 -73.36 -81.49 -56.31 -70.85 -63.92
7 multin_zz1000_71001_barra_earningsyield_botG -58.42 -71.60 -93.63 -71.26 -93.63 -101.76 -76.59 -91.13 -84.20
8 multin_zz1000_71001_barra_btop_botG -73.24 -86.41 -108.45 -86.08 -108.45 -116.58 -91.41 -105.94 -99.01
9 multin_zz1000_71001_barra_beta_topG -90.11 -103.28 -125.31 -102.94 -125.32 -133.44 -108.27 -122.81 -115.88