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_20240830_151504
0 multin_zz1000_71001_barra_beta_topG 128.69 138.71 107.99 174.02 320.89 120.57 -10.83 11.22 59.47
1 multin_zz1000_71001_barra_liquidity_topG 94.17 104.19 73.47 139.51 286.37 86.05 -45.35 -23.29 24.96
2 multin_zz1000_71001_barra_earningsyield_botG 69.94 79.96 49.24 115.28 262.14 61.82 -69.57 -47.52 0.73
3 multin_zz1000_71001_barra_momentum_botG 56.01 66.03 35.31 101.35 248.21 47.89 -83.51 -61.46 -13.20
4 multin_zz1000_71001_barra_btop_botG 50.07 60.09 29.37 95.41 242.27 41.95 -89.44 -67.39 -19.14
5 multin_zz1000_71001_barra_growth_botG 26.60 36.62 5.90 71.93 218.80 18.48 -112.92 -90.87 -42.62
6 multin_zz1000_71001_barra_leverage_botG 24.63 34.65 3.93 69.97 216.83 16.51 -114.88 -92.83 -44.58
7 multin_zz1000_71001_barra_nonlinearsize_botG 11.17 21.19 -9.53 56.51 203.37 3.06 -128.34 -106.29 -58.04
8 multin_zz1000_71001_barra_size_botG 11.17 21.19 -9.53 56.51 203.37 3.06 -128.34 -106.29 -58.04
9 multin_zz1000_71001_barra_residualvolatility_botG -49.75 -39.73 -70.45 -4.41 142.45 -57.87 -189.26 -167.21 -118.96