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_20241015_151517
0 multin_zz1000_71001_barra_liquidity_topG 111.91 162.49 40.12 184.63 -73.95 34.73 213.16 229.36 223.65
1 multin_zz1000_71001_barra_nonlinearsize_botG 99.00 149.59 27.21 171.72 -86.85 21.82 200.25 216.45 210.74
2 multin_zz1000_71001_barra_size_botG 99.00 149.59 27.21 171.72 -86.85 21.82 200.25 216.45 210.74
3 multin_zz1000_71001_barra_beta_topG 57.53 108.11 -14.27 130.25 -128.33 -19.65 158.78 174.98 169.27
4 multin_zz1000_71001_barra_btop_botG 52.40 102.98 -19.39 125.12 -133.46 -24.78 153.65 169.85 164.14
5 multin_zz1000_71001_barra_growth_botG 48.09 98.67 -23.70 120.81 -137.77 -29.09 149.34 165.54 159.83
6 multin_zz1000_71001_barra_earningsyield_botG 41.72 92.31 -30.07 114.44 -144.14 -35.46 142.97 159.17 153.46
7 multin_zz1000_71001_barra_leverage_botG 35.73 86.32 -36.06 108.45 -150.12 -41.45 136.98 153.18 147.47
8 multin_zz1000_71001_barra_momentum_botG -2.98 47.61 -74.77 69.74 -188.84 -80.16 98.27 114.47 108.76
9 multin_zz1000_71001_barra_residualvolatility_botG -15.60 34.99 -87.39 57.12 -201.46 -92.78 85.65 101.85 96.14