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_20241028_151517
0 multin_zz1000_71001_barra_nonlinearsize_botG 179.32 230.92 63.66 341.83 358.06 84.82 -103.82 -41.58 -50.78
1 multin_zz1000_71001_barra_size_botG 179.32 230.92 63.66 341.83 358.06 84.82 -103.82 -41.58 -50.78
2 multin_zz1000_71001_barra_growth_botG 118.17 169.78 2.51 280.69 296.91 23.68 -164.97 -102.72 -111.92
3 multin_zz1000_71001_barra_liquidity_topG 66.28 117.88 -49.38 228.79 245.02 -28.22 -216.86 -154.62 -163.82
4 multin_zz1000_71001_barra_momentum_botG 50.40 102.00 -65.26 212.91 229.14 -44.09 -232.74 -170.49 -179.69
5 multin_zz1000_71001_barra_earningsyield_botG 47.73 99.33 -67.93 210.24 226.47 -46.76 -235.41 -173.16 -182.36
6 multin_zz1000_71001_barra_residualvolatility_botG 24.76 76.36 -90.90 187.27 203.50 -69.74 -258.38 -196.13 -205.33
7 multin_zz1000_71001_barra_leverage_botG 24.72 76.32 -90.94 187.23 203.46 -69.78 -258.42 -196.17 -205.37
8 multin_zz1000_71001_barra_btop_botG -1.44 50.16 -117.10 161.07 177.30 -95.94 -284.58 -222.33 -231.53
9 multin_zz1000_71001_barra_beta_topG -25.79 25.81 -141.45 136.72 152.95 -120.29 -308.93 -246.68 -255.88