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_20241105_184626
0 multin_zz1000_71001_barra_beta_topG 89.65 113.46 117.40 179.98 304.76 154.94 130.98 154.53 192.29
1 multin_zz1000_71001_barra_earningsyield_botG 61.25 85.06 89.00 151.58 276.36 126.54 102.58 126.13 163.89
2 multin_zz1000_71001_barra_liquidity_topG 38.31 62.13 66.07 128.65 253.43 103.60 79.64 103.19 140.96
3 multin_zz1000_71001_barra_btop_botG 22.70 46.52 50.46 113.04 237.81 87.99 64.03 87.58 125.35
4 multin_zz1000_71001_barra_momentum_botG -15.05 8.76 12.70 75.28 200.06 50.24 26.28 49.83 87.59
5 multin_zz1000_71001_barra_growth_botG -17.77 6.04 9.98 72.56 197.34 47.52 23.56 47.11 84.87
6 multin_zz1000_71001_barra_leverage_botG -36.18 -12.36 -8.42 54.16 178.93 29.11 5.15 28.70 66.47
7 multin_zz1000_71001_barra_residualvolatility_botG -74.81 -50.99 -47.05 15.53 140.31 -9.51 -33.47 -9.93 27.84
8 multin_zz1000_71001_barra_nonlinearsize_botG -97.64 -73.82 -69.88 -7.30 117.48 -32.35 -56.30 -32.76 5.01
9 multin_zz1000_71001_barra_size_botG -97.64 -73.82 -69.88 -7.30 117.48 -32.35 -56.30 -32.76 5.01