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_20240913_151547
0 multin_zz1000_71001_barra_growth_botG 45.16 20.68 69.72 -35.89 -75.47 88.15 351.52 371.54 394.70
1 multin_zz1000_71001_barra_residualvolatility_botG 26.88 2.40 51.43 -54.17 -93.75 69.87 333.24 353.25 376.42
2 multin_zz1000_71001_barra_earningsyield_botG -10.47 -34.94 14.09 -91.52 -131.10 32.53 295.89 315.91 339.08
3 multin_zz1000_71001_barra_nonlinearsize_botG -11.00 -35.48 13.55 -92.05 -131.63 31.99 295.36 315.38 338.54
4 multin_zz1000_71001_barra_size_botG -11.00 -35.48 13.55 -92.05 -131.63 31.99 295.36 315.38 338.54
5 multin_zz1000_71001_barra_btop_botG -21.35 -45.83 3.21 -102.40 -141.98 21.64 285.01 305.03 328.19
6 multin_zz1000_71001_barra_leverage_botG -54.49 -78.97 -29.93 -135.54 -175.12 -11.50 251.87 271.89 295.05
7 multin_zz1000_71001_barra_liquidity_topG -76.66 -101.14 -52.11 -157.71 -197.29 -33.67 229.70 249.71 272.88
8 multin_zz1000_71001_barra_beta_topG -89.94 -114.42 -65.38 -170.99 -210.57 -46.95 216.42 236.44 259.60
9 multin_zz1000_71001_barra_momentum_botG -113.05 -137.53 -88.50 -194.10 -233.69 -70.06 193.31 213.32 236.49