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_20241018_151542
0 multin_zz1000_71001_barra_beta_topG 117.78 154.11 255.25 200.82 561.50 247.18 -77.81 -75.73 22.07
1 multin_zz1000_71001_barra_btop_botG 64.87 101.21 202.35 147.92 508.60 194.28 -130.71 -128.64 -30.83
2 multin_zz1000_71001_barra_earningsyield_botG 49.66 85.99 187.13 132.71 493.38 179.07 -145.92 -143.85 -46.04
3 multin_zz1000_71001_barra_momentum_botG 2.16 38.50 139.64 85.21 445.89 131.57 -193.42 -191.35 -93.54
4 multin_zz1000_71001_barra_leverage_botG -12.95 23.38 124.52 70.10 430.77 116.46 -208.53 -206.46 -108.65
5 multin_zz1000_71001_barra_liquidity_topG -20.10 16.23 117.37 62.95 423.62 109.31 -215.68 -213.61 -115.80
6 multin_zz1000_71001_barra_residualvolatility_botG -148.33 -111.99 -10.85 -65.28 295.40 -18.92 -343.91 -341.84 -244.03
7 multin_zz1000_71001_barra_nonlinearsize_botG -176.89 -140.56 -39.42 -93.85 266.83 -47.48 -372.47 -370.40 -272.60
8 multin_zz1000_71001_barra_size_botG -176.89 -140.56 -39.42 -93.85 266.83 -47.48 -372.47 -370.40 -272.60
9 multin_zz1000_71001_barra_growth_botG -178.98 -142.65 -41.51 -95.93 264.74 -49.57 -374.56 -372.49 -274.68