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_20241023_151514
0 multin_zz1000_71001_barra_momentum_botG 72.50 57.60 93.79 55.38 94.47 87.21 119.69 153.74 127.17
1 multin_zz1000_71001_barra_residualvolatility_botG 43.43 28.53 64.73 26.32 65.41 58.15 90.62 124.68 98.10
2 multin_zz1000_71001_barra_growth_botG 1.73 -13.17 23.02 -15.39 23.70 16.45 48.92 82.97 56.40
3 multin_zz1000_71001_barra_nonlinearsize_botG -1.36 -16.26 19.93 -18.48 20.61 13.35 45.83 79.88 53.31
4 multin_zz1000_71001_barra_size_botG -1.36 -16.26 19.93 -18.48 20.61 13.35 45.83 79.88 53.31
5 multin_zz1000_71001_barra_leverage_botG -18.40 -33.30 2.90 -35.52 3.58 -3.68 28.79 62.84 36.27
6 multin_zz1000_71001_barra_beta_topG -27.26 -42.16 -5.96 -44.37 -5.28 -12.54 19.93 53.99 27.41
7 multin_zz1000_71001_barra_earningsyield_botG -45.04 -59.94 -23.75 -62.16 -23.07 -30.33 2.15 36.20 9.63
8 multin_zz1000_71001_barra_btop_botG -72.35 -87.25 -51.05 -89.46 -50.37 -57.63 -25.16 8.90 -17.68
9 multin_zz1000_71001_barra_liquidity_topG -93.47 -108.37 -72.18 -110.59 -71.50 -78.76 -46.28 -12.23 -38.80