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_20240925_151510
0 multin_zz1000_71001_barra_growth_botG 71.84 79.97 41.64 24.77 168.21 27.12 -75.44 -93.95 -74.49
1 multin_zz1000_71001_barra_liquidity_topG 67.90 76.03 37.70 20.83 164.27 23.18 -79.38 -97.89 -78.43
2 multin_zz1000_71001_barra_size_botG 54.90 63.03 24.70 7.83 151.27 10.17 -92.38 -110.90 -91.43
3 multin_zz1000_71001_barra_nonlinearsize_botG 54.90 63.03 24.70 7.83 151.27 10.17 -92.38 -110.90 -91.43
4 multin_zz1000_71001_barra_beta_topG 51.28 59.41 21.08 4.21 147.65 6.56 -96.00 -114.51 -95.05
5 multin_zz1000_71001_barra_momentum_botG 46.96 55.09 16.76 -0.11 143.33 2.24 -100.32 -118.83 -99.37
6 multin_zz1000_71001_barra_earningsyield_botG 40.69 48.82 10.49 -6.38 137.06 -4.03 -106.59 -125.10 -105.64
7 multin_zz1000_71001_barra_residualvolatility_botG 33.47 41.60 3.27 -13.60 129.84 -11.26 -113.81 -132.33 -112.86
8 multin_zz1000_71001_barra_leverage_botG 25.54 33.68 -4.66 -21.53 121.91 -19.18 -121.74 -140.25 -120.79
9 multin_zz1000_71001_barra_btop_botG 12.98 21.11 -17.22 -34.09 109.35 -31.75 -134.30 -152.82 -133.35