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_20240912_151508
0 multin_zz1000_71001_barra_residualvolatility_botG 49.07 51.71 23.99 54.60 13.04 49.14 180.08 175.05 187.04
1 multin_zz1000_71001_barra_growth_botG 38.92 41.57 13.85 44.46 2.89 38.99 169.93 164.90 176.90
2 multin_zz1000_71001_barra_momentum_botG 28.76 31.41 3.69 34.30 -7.27 28.84 159.77 154.74 166.74
3 multin_zz1000_71001_barra_nonlinearsize_botG 23.17 25.82 -1.90 28.71 -12.86 23.25 154.18 149.15 161.15
4 multin_zz1000_71001_barra_size_botG 23.17 25.82 -1.90 28.71 -12.86 23.25 154.18 149.15 161.15
5 multin_zz1000_71001_barra_earningsyield_botG 15.95 18.60 -9.12 21.49 -20.08 16.03 146.96 141.93 153.93
6 multin_zz1000_71001_barra_leverage_botG -10.86 -8.22 -35.94 -5.33 -46.89 -10.79 120.15 115.12 127.11
7 multin_zz1000_71001_barra_beta_topG -17.10 -14.45 -42.17 -11.56 -53.13 -17.02 113.92 108.88 120.88
8 multin_zz1000_71001_barra_btop_botG -25.54 -22.89 -50.61 -20.00 -61.57 -25.46 105.47 100.44 112.44
9 multin_zz1000_71001_barra_liquidity_topG -47.09 -44.45 -72.16 -41.55 -83.12 -47.02 83.92 78.89 90.89