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_20241106_151520
0 multin_zz1000_71001_barra_earningsyield_botG 71.06 91.03 25.81 155.68 109.49 38.74 2.48 -24.47 15.81
1 multin_zz1000_71001_barra_momentum_botG 61.81 81.77 16.55 146.43 100.23 29.48 -6.77 -33.73 6.55
2 multin_zz1000_71001_barra_beta_topG 54.73 74.70 9.48 139.35 93.16 22.41 -13.85 -40.80 -0.52
3 multin_zz1000_71001_barra_nonlinearsize_botG 53.33 73.29 8.07 137.94 91.75 21.00 -15.25 -42.21 -1.93
4 multin_zz1000_71001_barra_size_botG 53.33 73.29 8.07 137.94 91.75 21.00 -15.25 -42.21 -1.93
5 multin_zz1000_71001_barra_growth_botG 45.86 65.83 0.61 130.48 84.29 13.53 -22.72 -49.67 -9.40
6 multin_zz1000_71001_barra_liquidity_topG 24.58 44.55 -20.67 109.20 63.01 -7.74 -44.00 -70.95 -30.67
7 multin_zz1000_71001_barra_leverage_botG 21.71 41.68 -23.54 106.33 60.14 -10.61 -46.87 -73.82 -33.54
8 multin_zz1000_71001_barra_btop_botG 16.82 36.78 -28.44 101.43 55.24 -15.51 -51.76 -78.72 -38.44
9 multin_zz1000_71001_barra_residualvolatility_botG -3.62 16.34 -48.88 80.99 34.80 -35.95 -72.20 -99.16 -58.88