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_20240911_151514
0 multin_zz1000_71001_barra_momentum_botG 45.98 31.21 123.99 75.05 48.28 108.06 139.36 128.51 160.58
1 multin_zz1000_71001_barra_btop_botG -24.59 -39.36 53.42 4.47 -22.30 37.48 68.79 57.94 90.01
2 multin_zz1000_71001_barra_leverage_botG -29.14 -43.91 48.87 -0.08 -26.85 32.93 64.23 53.39 85.46
3 multin_zz1000_71001_barra_earningsyield_botG -39.79 -54.55 38.23 -10.72 -37.49 22.29 53.59 42.74 74.82
4 multin_zz1000_71001_barra_residualvolatility_botG -44.93 -59.70 33.08 -15.87 -42.64 17.14 48.44 37.59 69.67
5 multin_zz1000_71001_barra_nonlinearsize_botG -67.31 -82.08 10.70 -38.25 -65.01 -5.23 26.07 15.22 47.29
6 multin_zz1000_71001_barra_size_botG -67.31 -82.08 10.70 -38.25 -65.01 -5.23 26.07 15.22 47.29
7 multin_zz1000_71001_barra_beta_topG -72.89 -87.66 5.12 -43.83 -70.60 -10.82 20.48 9.64 41.71
8 multin_zz1000_71001_barra_liquidity_topG -95.93 -110.70 -17.92 -66.87 -93.63 -33.85 -2.55 -13.40 18.67
9 multin_zz1000_71001_barra_growth_botG -98.60 -113.37 -20.59 -69.54 -96.31 -36.53 -5.22 -16.07 16.00