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_20250915_151524
0 multin_zz1000_71001_barra_momentum_botG 36.78 37.78 29.50 4.26 29.51 28.38 63.53 55.41 -14.54
1 multin_zz1000_71001_barra_growth_botG 36.13 37.13 28.86 3.61 28.86 27.73 62.89 54.76 -15.19
2 multin_zz1000_71001_barra_nonlinearsize_botG 6.12 7.12 -1.15 -26.40 -1.15 -2.28 32.88 24.75 -45.20
3 multin_zz1000_71001_barra_size_botG 6.12 7.12 -1.15 -26.40 -1.15 -2.28 32.88 24.75 -45.20
4 multin_zz1000_71001_barra_earningsyield_botG -4.76 -3.76 -12.04 -37.28 -12.03 -13.16 21.99 13.87 -56.08
5 multin_zz1000_71001_barra_btop_botG -4.78 -3.78 -12.05 -37.30 -12.05 -13.18 21.98 13.85 -56.10
6 multin_zz1000_71001_barra_leverage_botG -9.13 -8.13 -16.40 -41.65 -16.40 -17.53 17.63 9.50 -60.45
7 multin_zz1000_71001_barra_beta_topG -16.23 -15.24 -23.51 -48.76 -23.51 -24.63 10.52 2.40 -67.56
8 multin_zz1000_71001_barra_residualvolatility_botG -20.24 -19.25 -27.52 -52.77 -27.52 -28.64 6.51 -1.61 -71.56
9 multin_zz1000_71001_barra_liquidity_topG -23.15 -22.15 -30.42 -55.67 -30.42 -31.55 3.61 -4.52 -74.47