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_20241011_151503
0 multin_zz1000_71001_barra_growth_botG 68.67 36.37 49.08 -71.30 -351.42 71.54 481.07 526.60 488.72
1 multin_zz1000_71001_barra_nonlinearsize_botG 54.13 21.83 34.54 -85.84 -365.96 57.00 466.53 512.06 474.18
2 multin_zz1000_71001_barra_size_botG 54.13 21.83 34.54 -85.84 -365.96 57.00 466.53 512.06 474.18
3 multin_zz1000_71001_barra_residualvolatility_botG 35.93 3.63 16.34 -104.04 -384.16 38.79 448.33 493.86 455.98
4 multin_zz1000_71001_barra_liquidity_topG -32.12 -64.42 -51.71 -172.09 -452.21 -29.25 380.28 425.81 387.93
5 multin_zz1000_71001_barra_leverage_botG -35.79 -68.09 -55.38 -175.76 -455.88 -32.92 376.61 422.14 384.26
6 multin_zz1000_71001_barra_earningsyield_botG -77.90 -110.20 -97.49 -217.87 -497.99 -75.03 334.50 380.03 342.15
7 multin_zz1000_71001_barra_btop_botG -83.23 -115.54 -102.83 -223.21 -503.33 -80.37 329.16 374.69 336.81
8 multin_zz1000_71001_barra_momentum_botG -130.68 -162.98 -150.27 -270.65 -550.77 -127.81 281.72 327.25 289.37
9 multin_zz1000_71001_barra_beta_topG -188.40 -220.70 -207.99 -328.37 -608.49 -185.53 224.00 269.53 231.65