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_20260311_171625
0 multin_zz1000_71001_barra_residualvolatility_botG 20.56 46.18 41.96 -21.06 41.96 84.92 33.25 -3.67 -23.54
1 multin_zz1000_71001_barra_momentum_botG -19.25 6.36 2.15 -60.87 2.15 45.11 -6.56 -43.48 -63.35
2 multin_zz1000_71001_barra_growth_botG -35.89 -10.27 -14.49 -77.51 -14.49 28.47 -23.20 -60.12 -79.99
3 multin_zz1000_71001_barra_liquidity_topG -51.67 -26.05 -30.27 -93.29 -30.27 12.69 -38.98 -75.90 -95.76
4 multin_zz1000_71001_barra_leverage_botG -55.03 -29.41 -33.63 -96.65 -33.63 9.33 -42.34 -79.26 -99.12
5 multin_zz1000_71001_barra_beta_topG -59.49 -33.87 -38.09 -101.11 -38.09 4.87 -46.80 -83.72 -103.58
6 multin_zz1000_71001_barra_size_botG -68.70 -43.08 -47.30 -110.32 -47.30 -4.34 -56.01 -92.93 -112.79
7 multin_zz1000_71001_barra_nonlinearsize_botG -68.70 -43.08 -47.30 -110.32 -47.30 -4.34 -56.01 -92.93 -112.79
8 multin_zz1000_71001_barra_earningsyield_botG -77.38 -51.77 -55.98 -119.00 -55.98 -13.02 -64.69 -101.61 -121.48
9 multin_zz1000_71001_barra_btop_botG -113.70 -88.08 -92.30 -155.31 -92.30 -49.34 -101.01 -137.93 -157.79