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_20240829_183412
0 multin_zz1000_71001_barra_beta_topG 62.76 93.16 64.32 247.51 223.53 71.17 -25.07 -20.58 -35.29
1 multin_zz1000_71001_barra_momentum_botG 36.63 67.03 38.18 221.38 197.39 45.04 -51.20 -46.71 -61.42
2 multin_zz1000_71001_barra_btop_botG 12.14 42.55 13.70 196.89 172.91 20.55 -75.69 -71.20 -85.91
3 multin_zz1000_71001_barra_liquidity_topG 5.13 35.54 6.69 189.88 165.90 13.54 -82.70 -78.21 -92.92
4 multin_zz1000_71001_barra_leverage_botG 2.39 32.79 3.95 187.14 163.15 10.80 -85.44 -80.95 -95.66
5 multin_zz1000_71001_barra_earningsyield_botG -7.29 23.11 -5.74 177.46 153.47 1.12 -95.12 -90.63 -105.34
6 multin_zz1000_71001_barra_residualvolatility_botG -31.03 -0.63 -29.47 153.72 129.74 -22.62 -118.86 -114.37 -129.08
7 multin_zz1000_71001_barra_nonlinearsize_botG -33.31 -2.91 -31.76 151.44 127.45 -24.90 -121.14 -116.65 -131.36
8 multin_zz1000_71001_barra_size_botG -33.31 -2.91 -31.76 151.44 127.45 -24.90 -121.14 -116.65 -131.36
9 multin_zz1000_71001_barra_growth_botG -68.02 -37.61 -66.46 116.73 92.75 -59.60 -155.84 -151.36 -166.06