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_20241008_151536
0 multin_zz1000_71001_barra_beta_topG 631.07 775.98 627.44 894.26 1492.39 570.74 -412.24 -427.40 -358.07
1 multin_zz1000_71001_barra_liquidity_topG 368.67 513.59 365.05 631.87 1230.00 308.35 -674.63 -689.79 -620.46
2 multin_zz1000_71001_barra_earningsyield_botG 296.38 441.29 292.76 559.57 1157.71 236.05 -746.92 -762.08 -692.76
3 multin_zz1000_71001_barra_momentum_botG 286.74 431.66 283.12 549.94 1148.07 226.42 -756.56 -771.72 -702.40
4 multin_zz1000_71001_barra_btop_botG 273.58 418.49 269.96 536.77 1134.91 213.25 -769.73 -784.89 -715.56
5 multin_zz1000_71001_barra_leverage_botG 248.06 392.98 244.44 511.26 1109.39 187.74 -795.24 -810.40 -741.07
6 multin_zz1000_71001_barra_size_botG -20.69 124.22 -24.31 242.50 840.64 -81.02 -1064.00 -1079.15 -1009.83
7 multin_zz1000_71001_barra_nonlinearsize_botG -20.69 124.22 -24.31 242.50 840.64 -81.02 -1064.00 -1079.15 -1009.83
8 multin_zz1000_71001_barra_growth_botG -145.56 -0.64 -149.18 117.63 715.77 -205.88 -1188.86 -1204.02 -1134.70
9 multin_zz1000_71001_barra_residualvolatility_botG -241.46 -96.54 -245.08 21.73 619.87 -301.78 -1284.76 -1299.92 -1230.60