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_20240926_151505
0 multin_zz1000_71001_barra_momentum_botG 38.95 4.55 138.71 20.53 415.90 159.57 -71.13 -54.21 -20.10
1 multin_zz1000_71001_barra_beta_topG -38.94 -73.34 60.82 -57.36 338.02 81.69 -149.02 -132.09 -97.98
2 multin_zz1000_71001_barra_growth_botG -41.74 -76.14 58.02 -60.16 335.21 78.88 -151.82 -134.90 -100.79
3 multin_zz1000_71001_barra_earningsyield_botG -47.90 -82.30 51.86 -66.32 329.06 72.73 -157.98 -141.05 -106.94
4 multin_zz1000_71001_barra_residualvolatility_botG -55.92 -90.32 43.84 -74.34 321.04 64.71 -166.00 -149.07 -114.96
5 multin_zz1000_71001_barra_btop_botG -68.72 -103.12 31.04 -87.14 308.24 51.91 -178.80 -161.87 -127.76
6 multin_zz1000_71001_barra_leverage_botG -89.99 -124.39 9.78 -108.41 286.97 30.64 -200.06 -183.14 -149.03
7 multin_zz1000_71001_barra_nonlinearsize_botG -123.95 -158.35 -24.19 -142.37 253.00 -3.33 -234.03 -217.11 -183.00
8 multin_zz1000_71001_barra_size_botG -123.95 -158.35 -24.19 -142.37 253.00 -3.33 -234.03 -217.11 -183.00
9 multin_zz1000_71001_barra_liquidity_topG -149.59 -183.99 -49.83 -168.01 227.36 -28.97 -259.67 -242.75 -208.64