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_20250820_200518
0 multin_zz1000_71001_barra_residualvolatility_botG 61.75 33.32 114.16 32.33 114.16 42.78 29.82 41.49 77.93
1 multin_zz1000_71001_barra_momentum_botG 42.80 14.36 95.20 13.37 95.20 23.82 10.86 22.54 58.98
2 multin_zz1000_71001_barra_leverage_botG 27.62 -0.81 80.03 -1.80 80.03 8.65 -4.31 7.36 43.80
3 multin_zz1000_71001_barra_nonlinearsize_botG 9.85 -18.59 62.25 -19.58 62.25 -9.13 -22.09 -10.41 26.03
4 multin_zz1000_71001_barra_size_botG 9.85 -18.59 62.25 -19.58 62.25 -9.13 -22.09 -10.41 26.03
5 multin_zz1000_71001_barra_btop_botG 4.30 -24.13 56.71 -25.12 56.71 -14.67 -27.63 -15.96 20.48
6 multin_zz1000_71001_barra_growth_botG 4.21 -24.23 56.61 -25.22 56.61 -14.77 -27.73 -16.05 20.39
7 multin_zz1000_71001_barra_earningsyield_botG -15.60 -44.04 36.80 -45.03 36.80 -34.58 -47.54 -35.87 0.58
8 multin_zz1000_71001_barra_beta_topG -26.55 -54.99 25.85 -55.98 25.85 -45.53 -58.49 -46.81 -10.37
9 multin_zz1000_71001_barra_liquidity_topG -84.27 -112.70 -31.86 -113.69 -31.86 -103.24 -116.20 -104.53 -68.09