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_20241025_151532
0 multin_zz1000_71001_barra_momentum_botG 159.36 207.96 117.02 275.02 350.90 101.38 -49.58 -82.92 -181.16
1 multin_zz1000_71001_barra_nonlinearsize_botG 80.41 129.01 38.06 196.07 271.95 22.43 -128.53 -161.88 -260.11
2 multin_zz1000_71001_barra_size_botG 80.41 129.01 38.06 196.07 271.95 22.43 -128.53 -161.88 -260.11
3 multin_zz1000_71001_barra_beta_topG 79.72 128.32 37.38 195.39 271.27 21.75 -129.21 -162.56 -260.79
4 multin_zz1000_71001_barra_residualvolatility_botG 33.20 81.80 -9.14 148.86 224.74 -24.77 -175.73 -209.08 -307.32
5 multin_zz1000_71001_barra_earningsyield_botG 23.17 71.77 -19.18 138.83 214.71 -34.81 -185.77 -219.12 -317.35
6 multin_zz1000_71001_barra_liquidity_topG 13.89 62.49 -28.45 129.55 205.44 -44.08 -195.04 -228.39 -326.62
7 multin_zz1000_71001_barra_growth_botG 9.85 58.45 -32.49 125.51 201.40 -48.12 -199.08 -232.43 -330.66
8 multin_zz1000_71001_barra_leverage_botG 9.71 58.31 -32.63 125.37 201.25 -48.26 -199.22 -232.57 -330.80
9 multin_zz1000_71001_barra_btop_botG -6.74 41.86 -49.09 108.92 184.80 -64.72 -215.68 -249.03 -347.26