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_20250910_151529
0 multin_zz1000_71001_barra_liquidity_topG 54.74 56.40 63.30 37.72 63.30 39.87 175.77 187.72 208.41
1 multin_zz1000_71001_barra_earningsyield_botG 27.67 29.33 36.23 10.65 36.23 12.80 148.70 160.65 181.34
2 multin_zz1000_71001_barra_btop_botG 27.45 29.10 36.00 10.43 36.00 12.58 148.48 160.43 181.12
3 multin_zz1000_71001_barra_beta_topG 24.77 26.43 33.33 7.75 33.33 9.90 145.80 157.75 178.44
4 multin_zz1000_71001_barra_growth_botG 22.09 23.74 30.64 5.07 30.64 7.22 143.12 155.06 175.76
5 multin_zz1000_71001_barra_leverage_botG 2.38 4.03 10.94 -14.64 10.93 -12.49 123.41 135.36 156.05
6 multin_zz1000_71001_barra_residualvolatility_botG -2.83 -1.17 5.73 -19.85 5.73 -17.70 118.20 130.15 150.84
7 multin_zz1000_71001_barra_nonlinearsize_botG -4.81 -3.15 3.75 -21.83 3.75 -19.68 116.23 128.17 148.87
8 multin_zz1000_71001_barra_size_botG -4.81 -3.15 3.75 -21.83 3.75 -19.68 116.22 128.17 148.86
9 multin_zz1000_71001_barra_momentum_botG -23.25 -21.59 -14.69 -40.27 -14.69 -38.12 97.79 109.73 130.43