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_20241030_151533
0 multin_zz1000_71001_barra_liquidity_topG 1.65 17.85 5.46 145.54 58.58 107.06 269.50 248.93 220.12
1 multin_zz1000_71001_barra_growth_botG -7.48 8.72 -3.67 136.41 49.46 97.93 260.38 239.80 210.99
2 multin_zz1000_71001_barra_earningsyield_botG -12.50 3.70 -8.69 131.39 44.43 92.91 255.35 234.78 205.97
3 multin_zz1000_71001_barra_btop_botG -66.50 -50.30 -62.69 77.39 -9.56 38.91 201.36 180.78 151.97
4 multin_zz1000_71001_barra_residualvolatility_botG -70.41 -54.21 -66.60 73.49 -13.47 35.00 197.45 176.88 148.07
5 multin_zz1000_71001_barra_beta_topG -81.28 -65.08 -77.47 62.62 -24.34 24.13 186.58 166.01 137.20
6 multin_zz1000_71001_barra_size_botG -86.48 -70.28 -82.67 57.42 -29.54 18.93 181.38 160.81 132.00
7 multin_zz1000_71001_barra_nonlinearsize_botG -86.48 -70.28 -82.67 57.42 -29.54 18.93 181.38 160.81 132.00
8 multin_zz1000_71001_barra_leverage_botG -110.42 -94.22 -106.61 33.48 -53.48 -5.01 157.44 136.87 108.06
9 multin_zz1000_71001_barra_momentum_botG -144.46 -128.26 -140.65 -0.57 -87.52 -39.05 123.40 102.82 74.01