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_20240910_151536
0 multin_zz1000_71001_barra_beta_topG 151.63 174.31 115.13 166.44 176.43 65.62 -32.16 -50.36 -55.98
1 multin_zz1000_71001_barra_size_botG 100.58 123.26 64.08 115.39 125.38 14.57 -83.21 -101.41 -107.03
2 multin_zz1000_71001_barra_nonlinearsize_botG 100.58 123.26 64.08 115.39 125.38 14.57 -83.21 -101.41 -107.03
3 multin_zz1000_71001_barra_leverage_botG 67.88 90.56 31.38 82.69 92.68 -18.13 -115.91 -134.11 -139.73
4 multin_zz1000_71001_barra_btop_botG 67.08 89.76 30.57 81.88 91.88 -18.93 -116.72 -134.91 -140.53
5 multin_zz1000_71001_barra_liquidity_topG 60.06 82.75 23.56 74.87 84.86 -25.95 -123.73 -141.93 -147.54
6 multin_zz1000_71001_barra_earningsyield_botG 59.90 82.58 23.39 74.70 84.70 -26.11 -123.90 -142.09 -147.71
7 multin_zz1000_71001_barra_momentum_botG 53.18 75.86 16.67 67.98 77.97 -32.83 -130.62 -148.81 -154.43
8 multin_zz1000_71001_barra_residualvolatility_botG 11.34 34.02 -25.17 26.14 36.13 -74.68 -172.46 -190.65 -196.27
9 multin_zz1000_71001_barra_growth_botG 8.54 31.22 -27.96 23.35 33.34 -77.47 -175.25 -193.45 -199.06