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_20240930_151509
0 multin_zz1000_71001_barra_beta_topG 392.85 465.26 399.07 652.57 1501.52 318.65 -925.96 -985.69 -937.83
1 multin_zz1000_71001_barra_momentum_botG 242.60 315.01 248.82 502.32 1351.27 168.40 -1076.21 -1135.94 -1088.08
2 multin_zz1000_71001_barra_liquidity_topG 223.91 296.33 230.14 483.63 1332.59 149.71 -1094.89 -1154.62 -1106.77
3 multin_zz1000_71001_barra_leverage_botG 193.94 266.35 200.16 453.66 1302.61 119.74 -1124.87 -1184.60 -1136.74
4 multin_zz1000_71001_barra_btop_botG 172.81 245.22 179.03 432.53 1281.48 98.61 -1146.00 -1205.73 -1157.87
5 multin_zz1000_71001_barra_earningsyield_botG 172.20 244.62 178.42 431.92 1280.88 98.00 -1146.60 -1206.33 -1158.48
6 multin_zz1000_71001_barra_size_botG 2.94 75.36 9.17 262.66 1111.62 -71.26 -1315.86 -1375.59 -1327.74
7 multin_zz1000_71001_barra_nonlinearsize_botG 2.94 75.36 9.17 262.66 1111.62 -71.26 -1315.86 -1375.59 -1327.74
8 multin_zz1000_71001_barra_growth_botG -78.72 -6.31 -72.50 181.00 1029.95 -152.92 -1397.53 -1457.26 -1409.40
9 multin_zz1000_71001_barra_residualvolatility_botG -193.73 -121.31 -187.50 65.99 914.95 -267.93 -1512.53 -1572.26 -1524.41