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_20240904_131540
0 multin_zz1000_71001_barra_momentum_botG 21.60 3.46 42.75 37.41 -25.58 68.54 133.06 130.68 123.88
1 multin_zz1000_71001_barra_residualvolatility_botG -3.44 -21.58 17.70 12.36 -50.63 43.49 108.02 105.63 98.83
2 multin_zz1000_71001_barra_leverage_botG -8.85 -26.99 12.29 6.95 -56.04 38.08 102.61 100.23 93.43
3 multin_zz1000_71001_barra_earningsyield_botG -14.33 -32.47 6.82 1.48 -61.51 32.61 97.13 94.75 87.95
4 multin_zz1000_71001_barra_btop_botG -17.90 -36.04 3.24 -2.10 -65.09 29.03 93.55 91.17 84.37
5 multin_zz1000_71001_barra_growth_botG -23.90 -42.03 -2.75 -8.09 -71.08 23.04 87.56 85.18 78.38
6 multin_zz1000_71001_barra_beta_topG -43.11 -61.24 -21.96 -27.30 -90.29 3.83 68.35 65.97 59.17
7 multin_zz1000_71001_barra_nonlinearsize_botG -71.59 -89.73 -50.45 -55.79 -118.78 -24.66 39.87 37.48 30.69
8 multin_zz1000_71001_barra_size_botG -71.59 -89.73 -50.45 -55.79 -118.78 -24.66 39.87 37.48 30.69
9 multin_zz1000_71001_barra_liquidity_topG -72.83 -90.97 -51.69 -57.02 -120.01 -25.90 38.63 36.25 29.45