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_20250912_151520
0 multin_zz1000_71001_barra_earningsyield_botG 3.16 0.22 38.52 94.34 38.52 77.53 107.42 131.44 76.09
1 multin_zz1000_71001_barra_growth_botG -1.80 -4.74 33.56 89.38 33.56 72.57 102.46 126.48 71.13
2 multin_zz1000_71001_barra_btop_botG -28.53 -31.47 6.83 62.65 6.83 45.84 75.73 99.76 44.40
3 multin_zz1000_71001_barra_liquidity_topG -28.64 -31.57 6.73 62.54 6.73 45.74 75.62 99.65 44.30
4 multin_zz1000_71001_barra_leverage_botG -52.37 -55.30 -17.01 38.81 -17.00 22.01 51.89 75.92 20.56
5 multin_zz1000_71001_barra_beta_topG -52.71 -55.65 -17.35 38.47 -17.35 21.66 51.55 75.57 20.22
6 multin_zz1000_71001_barra_residualvolatility_botG -54.17 -57.10 -18.80 37.01 -18.80 20.21 50.09 74.12 18.77
7 multin_zz1000_71001_barra_momentum_botG -66.14 -69.07 -30.78 25.04 -30.77 8.24 38.12 62.15 6.79
8 multin_zz1000_71001_barra_nonlinearsize_botG -73.62 -76.55 -38.26 17.56 -38.26 0.75 30.64 54.67 -0.69
9 multin_zz1000_71001_barra_size_botG -73.62 -76.56 -38.26 17.56 -38.26 0.75 30.64 54.67 -0.69