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_20241017_151543
0 multin_zz1000_71001_barra_beta_topG 99.83 146.50 79.33 182.02 73.33 100.02 176.84 141.73 120.56
1 multin_zz1000_71001_barra_liquidity_topG 96.68 143.35 76.19 178.87 70.18 96.87 173.69 138.58 117.41
2 multin_zz1000_71001_barra_btop_botG 89.18 135.85 68.69 171.37 62.68 89.37 166.19 131.08 109.91
3 multin_zz1000_71001_barra_earningsyield_botG 63.76 110.43 43.27 145.95 37.26 63.95 140.77 105.66 84.49
4 multin_zz1000_71001_barra_leverage_botG 34.27 80.94 13.78 116.46 7.77 34.46 111.28 76.17 55.00
5 multin_zz1000_71001_barra_momentum_botG -24.24 22.42 -44.74 57.94 -50.75 -24.05 52.76 17.66 -3.51
6 multin_zz1000_71001_barra_size_botG -34.65 12.01 -55.15 47.53 -61.16 -34.47 42.35 7.25 -13.93
7 multin_zz1000_71001_barra_nonlinearsize_botG -34.66 12.01 -55.15 47.53 -61.16 -34.47 42.35 7.25 -13.93
8 multin_zz1000_71001_barra_growth_botG -38.32 8.35 -58.82 43.86 -64.82 -38.13 38.69 3.58 -17.59
9 multin_zz1000_71001_barra_residualvolatility_botG -78.78 -32.12 -99.28 3.40 -105.29 -78.59 -1.78 -36.88 -58.06