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_20240920_151540
0 multin_zz1000_71001_barra_beta_topG 63.46 73.28 36.36 -8.52 25.07 66.67 171.96 186.54 181.52
1 multin_zz1000_71001_barra_growth_botG 57.73 67.55 30.62 -14.25 19.34 60.94 166.23 180.81 175.79
2 multin_zz1000_71001_barra_liquidity_topG 49.60 59.42 22.50 -22.38 11.21 52.81 158.10 172.68 167.66
3 multin_zz1000_71001_barra_btop_botG 21.64 31.45 -5.47 -50.35 -16.76 24.84 130.13 144.71 139.69
4 multin_zz1000_71001_barra_residualvolatility_botG 13.22 23.03 -13.89 -58.76 -25.18 16.43 121.72 136.30 131.28
5 multin_zz1000_71001_barra_earningsyield_botG 12.54 22.36 -14.56 -59.44 -25.85 15.75 121.04 135.62 130.60
6 multin_zz1000_71001_barra_size_botG -7.39 2.42 -34.50 -79.38 -45.79 -4.18 101.11 115.69 110.67
7 multin_zz1000_71001_barra_nonlinearsize_botG -7.39 2.42 -34.50 -79.38 -45.79 -4.18 101.11 115.69 110.67
8 multin_zz1000_71001_barra_leverage_botG -12.82 -3.00 -39.92 -84.80 -51.21 -9.61 95.68 110.26 105.24
9 multin_zz1000_71001_barra_momentum_botG -39.86 -30.05 -66.97 -111.85 -78.26 -36.65 68.64 83.22 78.20