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_20240909_151521
0 multin_zz1000_71001_barra_nonlinearsize_botG 109.97 104.71 60.47 155.05 37.65 17.23 -8.33 -29.17 -9.25
1 multin_zz1000_71001_barra_size_botG 109.97 104.71 60.47 155.05 37.65 17.23 -8.33 -29.17 -9.25
2 multin_zz1000_71001_barra_growth_botG 66.74 61.48 17.24 111.81 -5.58 -26.00 -51.56 -72.40 -52.48
3 multin_zz1000_71001_barra_momentum_botG 56.83 51.58 7.33 101.91 -15.49 -35.91 -61.47 -82.31 -62.38
4 multin_zz1000_71001_barra_liquidity_topG 54.31 49.06 4.81 99.39 -18.01 -38.43 -63.98 -84.83 -64.90
5 multin_zz1000_71001_barra_earningsyield_botG 49.99 44.74 0.49 95.07 -22.33 -42.75 -68.31 -89.15 -69.22
6 multin_zz1000_71001_barra_btop_botG 46.57 41.32 -2.93 91.65 -25.75 -46.17 -71.72 -92.56 -72.64
7 multin_zz1000_71001_barra_residualvolatility_botG 40.44 35.19 -9.06 85.52 -31.88 -52.30 -77.86 -98.70 -78.78
8 multin_zz1000_71001_barra_leverage_botG 40.40 35.14 -9.10 85.47 -31.92 -52.34 -77.90 -98.74 -78.82
9 multin_zz1000_71001_barra_beta_topG 21.25 16.00 -28.25 66.33 -51.07 -71.49 -97.05 -117.89 -97.97