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_20250821_151527
0 multin_zz1000_71001_barra_nonlinearsize_botG 81.57 45.13 9.59 -28.20 9.60 25.03 88.66 36.93 25.31
1 multin_zz1000_71001_barra_size_botG 81.57 45.13 9.59 -28.20 9.60 25.03 88.66 36.93 25.31
2 multin_zz1000_71001_barra_growth_botG 62.17 25.74 -9.80 -47.59 -9.80 5.64 69.27 17.54 5.92
3 multin_zz1000_71001_barra_momentum_botG 54.87 18.43 -17.10 -54.89 -17.10 -1.67 61.96 10.23 -1.39
4 multin_zz1000_71001_barra_residualvolatility_botG 43.65 7.21 -28.32 -66.11 -28.32 -12.88 50.74 -0.99 -12.61
5 multin_zz1000_71001_barra_leverage_botG 28.96 -7.48 -43.01 -80.80 -43.01 -27.57 36.05 -15.68 -27.30
6 multin_zz1000_71001_barra_earningsyield_botG -9.10 -45.53 -81.07 -118.86 -81.07 -65.63 -2.00 -53.74 -65.35
7 multin_zz1000_71001_barra_btop_botG -25.01 -61.45 -96.98 -134.77 -96.98 -81.54 -17.92 -69.65 -81.26
8 multin_zz1000_71001_barra_liquidity_topG -42.66 -79.10 -114.64 -152.43 -114.63 -99.20 -35.57 -87.30 -98.92
9 multin_zz1000_71001_barra_beta_topG -66.63 -103.07 -138.60 -176.39 -138.60 -123.17 -59.54 -111.27 -122.89