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_20241014_151512
0 multin_zz1000_71001_barra_liquidity_topG 157.03 272.67 162.14 329.68 522.74 189.38 -141.39 -147.39 -52.95
1 multin_zz1000_71001_barra_beta_topG 103.88 219.52 109.00 276.54 469.60 136.24 -194.53 -200.53 -106.10
2 multin_zz1000_71001_barra_btop_botG 65.78 181.42 70.89 238.43 431.49 98.13 -232.64 -238.64 -144.20
3 multin_zz1000_71001_barra_earningsyield_botG 47.72 163.35 52.83 220.37 413.43 80.07 -250.70 -256.70 -162.27
4 multin_zz1000_71001_barra_growth_botG -37.20 78.44 -32.08 135.45 328.52 -4.84 -335.62 -341.61 -247.18
5 multin_zz1000_71001_barra_leverage_botG -42.12 73.52 -37.00 130.54 323.60 -9.76 -340.53 -346.53 -252.10
6 multin_zz1000_71001_barra_nonlinearsize_botG -46.00 69.64 -40.88 126.66 319.72 -13.64 -344.42 -350.41 -255.98
7 multin_zz1000_71001_barra_size_botG -46.00 69.64 -40.88 126.65 319.72 -13.64 -344.42 -350.41 -255.98
8 multin_zz1000_71001_barra_momentum_botG -51.34 64.29 -46.23 121.31 314.37 -18.99 -349.76 -355.76 -261.33
9 multin_zz1000_71001_barra_residualvolatility_botG -168.70 -53.06 -163.58 3.95 197.01 -136.34 -467.12 -473.12 -378.68