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_20241024_151513
0 multin_zz1000_71001_barra_nonlinearsize_botG 87.09 98.91 22.27 126.77 15.37 41.95 -5.22 -43.79 -112.42
1 multin_zz1000_71001_barra_size_botG 87.09 98.91 22.27 126.77 15.37 41.95 -5.22 -43.79 -112.42
2 multin_zz1000_71001_barra_btop_botG 64.86 76.69 0.05 104.54 -6.85 19.72 -27.45 -66.02 -134.65
3 multin_zz1000_71001_barra_growth_botG 58.86 70.68 -5.95 98.54 -12.86 13.72 -33.45 -72.02 -140.65
4 multin_zz1000_71001_barra_earningsyield_botG 41.75 53.58 -23.06 81.44 -29.96 -3.38 -50.55 -89.13 -157.75
5 multin_zz1000_71001_barra_leverage_botG 39.36 51.19 -25.45 79.04 -32.35 -5.78 -52.95 -91.52 -160.15
6 multin_zz1000_71001_barra_residualvolatility_botG 21.76 33.59 -43.05 61.44 -49.95 -23.37 -70.54 -109.12 -177.74
7 multin_zz1000_71001_barra_liquidity_topG 10.55 22.37 -54.26 50.23 -61.17 -34.59 -81.76 -120.33 -188.96
8 multin_zz1000_71001_barra_momentum_botG -22.08 -10.25 -86.89 17.60 -93.79 -67.22 -114.39 -152.96 -221.58
9 multin_zz1000_71001_barra_beta_topG -51.10 -39.27 -115.91 -11.42 -122.81 -96.24 -143.41 -181.98 -250.61