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_20241029_151530
0 multin_zz1000_71001_barra_growth_botG -0.93 -38.39 26.13 -61.45 -162.05 86.83 331.17 319.01 313.24
1 multin_zz1000_71001_barra_liquidity_topG -13.63 -51.09 13.43 -74.15 -174.75 74.13 318.47 306.31 300.54
2 multin_zz1000_71001_barra_earningsyield_botG -16.45 -53.91 10.61 -76.97 -177.57 71.31 315.65 303.49 297.72
3 multin_zz1000_71001_barra_btop_botG -20.10 -57.56 6.96 -80.62 -181.22 67.66 312.00 299.84 294.07
4 multin_zz1000_71001_barra_residualvolatility_botG -68.39 -105.85 -41.33 -128.91 -229.51 19.37 263.71 251.55 245.78
5 multin_zz1000_71001_barra_size_botG -83.18 -120.64 -56.12 -143.69 -244.30 4.58 248.92 236.76 230.99
6 multin_zz1000_71001_barra_nonlinearsize_botG -83.18 -120.64 -56.12 -143.69 -244.30 4.58 248.92 236.76 230.99
7 multin_zz1000_71001_barra_leverage_botG -86.32 -123.78 -59.26 -146.84 -247.44 1.44 245.78 233.62 227.85
8 multin_zz1000_71001_barra_beta_topG -124.41 -161.87 -97.35 -184.93 -285.53 -36.65 207.69 195.53 189.76
9 multin_zz1000_71001_barra_momentum_botG -137.47 -174.93 -110.41 -197.98 -298.58 -49.70 194.64 182.48 176.71