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_20240919_151539
0 multin_zz1000_71001_barra_nonlinearsize_botG 116.66 174.19 66.56 222.88 302.82 36.90 -142.92 -158.70 -159.88
1 multin_zz1000_71001_barra_size_botG 116.66 174.19 66.56 222.88 302.82 36.90 -142.92 -158.70 -159.88
2 multin_zz1000_71001_barra_momentum_botG 95.43 152.96 45.33 201.65 281.59 15.67 -164.15 -179.93 -181.11
3 multin_zz1000_71001_barra_residualvolatility_botG 66.32 123.85 16.22 172.54 252.47 -13.44 -193.26 -209.04 -210.23
4 multin_zz1000_71001_barra_growth_botG 61.34 118.87 11.24 167.56 247.49 -18.42 -198.24 -214.02 -215.21
5 multin_zz1000_71001_barra_beta_topG 45.56 103.09 -4.54 151.78 231.72 -34.20 -214.02 -229.80 -230.98
6 multin_zz1000_71001_barra_liquidity_topG 30.75 88.29 -19.34 136.97 216.91 -49.00 -228.83 -244.60 -245.79
7 multin_zz1000_71001_barra_leverage_botG 26.28 83.81 -23.82 132.49 212.43 -53.48 -233.30 -249.08 -250.27
8 multin_zz1000_71001_barra_earningsyield_botG 23.67 81.20 -26.43 129.88 209.82 -56.09 -235.91 -251.69 -252.88
9 multin_zz1000_71001_barra_btop_botG -14.09 43.44 -64.19 92.12 172.06 -93.85 -273.67 -289.45 -290.64