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_20251231_151647
0 multin_zz1000_71001_barra_earningsyield_botG 41.15 32.38 42.53 85.24 42.53 6.32 11.31 68.27 55.00
1 multin_zz1000_71001_barra_nonlinearsize_botG 38.67 29.90 40.05 82.76 40.05 3.84 8.83 65.79 52.52
2 multin_zz1000_71001_barra_size_botG 38.67 29.90 40.05 82.76 40.05 3.84 8.83 65.79 52.52
3 multin_zz1000_71001_barra_growth_botG 29.08 20.31 30.46 73.17 30.46 -5.75 -0.76 56.20 42.93
4 multin_zz1000_71001_barra_residualvolatility_botG 25.37 16.60 26.75 69.46 26.75 -9.46 -4.47 52.49 39.22
5 multin_zz1000_71001_barra_leverage_botG 21.18 12.41 22.56 65.27 22.56 -13.65 -8.66 48.30 35.03
6 multin_zz1000_71001_barra_momentum_botG 14.07 5.29 15.44 58.16 15.44 -20.76 -15.78 41.19 27.92
7 multin_zz1000_71001_barra_liquidity_topG -2.37 -11.14 -0.99 41.72 -0.99 -37.20 -32.21 24.75 11.48
8 multin_zz1000_71001_barra_btop_botG -3.65 -12.42 -2.27 40.44 -2.27 -38.47 -33.49 23.47 10.20
9 multin_zz1000_71001_barra_beta_topG -59.50 -68.27 -58.12 -15.41 -58.12 -94.32 -89.34 -32.38 -45.65