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_20241022_151513
0 multin_zz1000_71001_barra_nonlinearsize_botG 108.99 68.81 70.57 98.23 153.44 41.92 0.48 -28.31 -13.02
1 multin_zz1000_71001_barra_size_botG 108.99 68.81 70.57 98.23 153.44 41.92 0.48 -28.31 -13.02
2 multin_zz1000_71001_barra_momentum_botG 103.64 63.46 65.22 92.88 148.10 36.58 -4.86 -33.65 -18.37
3 multin_zz1000_71001_barra_residualvolatility_botG 90.79 50.62 52.37 80.04 135.25 23.73 -17.71 -46.50 -31.22
4 multin_zz1000_71001_barra_growth_botG 44.93 4.75 6.51 34.17 89.38 -22.14 -63.58 -92.37 -77.08
5 multin_zz1000_71001_barra_leverage_botG -2.40 -42.57 -40.82 -13.15 42.06 -69.46 -110.90 -139.69 -124.41
6 multin_zz1000_71001_barra_liquidity_topG -47.65 -87.83 -86.07 -58.41 -3.20 -114.72 -156.16 -184.95 -169.66
7 multin_zz1000_71001_barra_earningsyield_botG -63.33 -103.51 -101.75 -74.09 -18.88 -130.40 -171.84 -200.63 -185.34
8 multin_zz1000_71001_barra_beta_topG -76.82 -117.00 -115.24 -87.58 -32.37 -143.88 -185.32 -214.12 -198.83
9 multin_zz1000_71001_barra_btop_botG -84.56 -124.73 -122.98 -95.31 -40.10 -151.62 -193.06 -221.85 -206.57