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_20240902_151508
0 multin_zz1000_71001_barra_nonlinearsize_botG 91.24 81.37 46.61 54.20 -114.90 20.22 211.55 238.88 235.77
1 multin_zz1000_71001_barra_size_botG 91.24 81.37 46.61 54.20 -114.90 20.22 211.55 238.88 235.77
2 multin_zz1000_71001_barra_residualvolatility_botG 74.79 64.92 30.15 37.74 -131.36 3.76 195.09 222.42 219.31
3 multin_zz1000_71001_barra_growth_botG 60.41 50.53 15.77 23.36 -145.74 -10.62 180.71 208.04 204.93
4 multin_zz1000_71001_barra_liquidity_topG 6.26 -3.61 -38.38 -30.79 -199.89 -64.76 126.57 153.89 150.78
5 multin_zz1000_71001_barra_leverage_botG -11.58 -21.45 -56.22 -48.63 -217.73 -82.61 108.72 136.05 132.94
6 multin_zz1000_71001_barra_earningsyield_botG -14.18 -24.05 -58.82 -51.23 -220.33 -85.21 106.12 133.45 130.34
7 multin_zz1000_71001_barra_momentum_botG -20.14 -30.01 -64.77 -57.19 -226.29 -91.16 100.17 127.50 124.39
8 multin_zz1000_71001_barra_btop_botG -21.26 -31.13 -65.89 -58.30 -227.40 -92.28 99.05 126.38 123.27
9 multin_zz1000_71001_barra_beta_topG -32.67 -42.54 -77.30 -69.71 -238.81 -103.69 87.64 114.97 111.86