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_20240923_151508
0 multin_zz1000_71001_barra_beta_topG 50.99 71.98 30.13 28.87 65.06 30.68 56.89 62.25 76.95
1 multin_zz1000_71001_barra_liquidity_topG 34.02 55.01 13.16 11.90 48.09 13.72 39.92 45.28 59.98
2 multin_zz1000_71001_barra_growth_botG 31.01 52.00 10.14 8.89 45.08 10.70 36.91 42.26 56.96
3 multin_zz1000_71001_barra_momentum_botG 24.73 45.72 3.87 2.62 38.81 4.43 30.64 35.99 50.69
4 multin_zz1000_71001_barra_size_botG 24.52 45.51 3.66 2.41 38.60 4.22 30.43 35.78 50.48
5 multin_zz1000_71001_barra_nonlinearsize_botG 24.52 45.51 3.66 2.41 38.60 4.22 30.43 35.78 50.48
6 multin_zz1000_71001_barra_residualvolatility_botG 11.52 32.51 -9.34 -10.60 25.59 -8.78 17.42 22.78 37.48
7 multin_zz1000_71001_barra_earningsyield_botG -0.06 20.93 -20.92 -22.18 14.01 -20.37 5.84 11.20 25.89
8 multin_zz1000_71001_barra_btop_botG -2.67 18.32 -23.53 -24.79 11.40 -22.97 3.23 8.59 23.29
9 multin_zz1000_71001_barra_leverage_botG -5.70 15.29 -26.56 -27.81 8.38 -26.00 0.20 5.56 20.26