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_20241031_151545
0 multin_zz1000_71001_barra_liquidity_topG 67.47 119.48 46.20 222.41 228.01 58.77 -73.19 0.97 -0.08
1 multin_zz1000_71001_barra_momentum_botG 67.18 119.19 45.91 222.12 227.72 58.48 -73.47 0.68 -0.37
2 multin_zz1000_71001_barra_earningsyield_botG 47.60 99.61 26.34 202.54 208.15 38.90 -93.05 -18.90 -19.94
3 multin_zz1000_71001_barra_beta_topG 44.91 96.92 23.64 199.85 205.45 36.21 -95.74 -21.59 -22.64
4 multin_zz1000_71001_barra_size_botG 44.50 96.51 23.23 199.44 205.05 35.80 -96.15 -22.00 -23.05
5 multin_zz1000_71001_barra_nonlinearsize_botG 44.50 96.51 23.23 199.44 205.05 35.80 -96.15 -22.00 -23.05
6 multin_zz1000_71001_barra_leverage_botG 10.05 62.06 -11.22 164.99 170.59 1.35 -130.61 -56.45 -57.50
7 multin_zz1000_71001_barra_btop_botG 3.51 55.52 -17.75 158.46 164.06 -5.18 -137.14 -62.99 -64.03
8 multin_zz1000_71001_barra_growth_botG -5.79 46.23 -27.05 149.16 154.76 -14.48 -146.44 -72.28 -73.33
9 multin_zz1000_71001_barra_residualvolatility_botG -33.86 18.15 -55.12 121.08 126.69 -42.56 -174.51 -100.36 -101.41