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_20241107_151533
0 multin_zz1000_71001_barra_growth_botG 158.60 147.72 102.72 31.64 330.47 91.63 -69.02 -82.33 -52.49
1 multin_zz1000_71001_barra_nonlinearsize_botG 105.23 94.35 49.35 -21.73 277.10 38.26 -122.39 -135.70 -105.85
2 multin_zz1000_71001_barra_size_botG 105.23 94.35 49.35 -21.73 277.10 38.26 -122.39 -135.70 -105.85
3 multin_zz1000_71001_barra_residualvolatility_botG 97.89 87.01 42.00 -29.08 269.75 30.92 -129.74 -143.04 -113.20
4 multin_zz1000_71001_barra_leverage_botG 75.91 65.03 20.03 -51.05 247.78 8.94 -151.71 -165.02 -135.17
5 multin_zz1000_71001_barra_beta_topG 59.09 48.21 3.20 -67.88 230.95 -7.88 -168.54 -181.84 -152.00
6 multin_zz1000_71001_barra_momentum_botG 54.81 43.93 -1.08 -72.15 226.68 -12.16 -172.81 -186.12 -156.28
7 multin_zz1000_71001_barra_earningsyield_botG 44.70 33.82 -11.19 -82.27 216.56 -22.27 -182.93 -196.23 -166.39
8 multin_zz1000_71001_barra_btop_botG 30.65 19.77 -25.24 -96.31 202.52 -36.32 -196.97 -210.28 -180.44
9 multin_zz1000_71001_barra_liquidity_topG 3.71 -7.17 -52.18 -123.25 175.58 -63.26 -223.91 -237.22 -207.38