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_20241108_151556
0 multin_zz1000_71001_barra_btop_botG 107.71 163.79 99.94 230.55 138.16 90.25 -15.42 -77.61 34.38
1 multin_zz1000_71001_barra_beta_topG 97.82 153.90 90.05 220.66 128.26 80.36 -25.31 -87.50 24.49
2 multin_zz1000_71001_barra_liquidity_topG 88.22 144.30 80.45 211.06 118.66 70.76 -34.91 -97.10 14.89
3 multin_zz1000_71001_barra_earningsyield_botG 87.46 143.54 79.69 210.30 117.91 70.00 -35.67 -97.86 14.13
4 multin_zz1000_71001_barra_leverage_botG 7.57 63.64 -0.20 130.40 38.01 -9.90 -115.56 -177.75 -65.76
5 multin_zz1000_71001_barra_nonlinearsize_botG -12.52 43.56 -20.29 110.32 17.92 -29.99 -135.65 -197.84 -85.85
6 multin_zz1000_71001_barra_size_botG -12.52 43.56 -20.29 110.32 17.92 -29.99 -135.65 -197.84 -85.85
7 multin_zz1000_71001_barra_momentum_botG -18.97 37.11 -26.74 103.86 11.47 -36.44 -142.10 -204.29 -92.30
8 multin_zz1000_71001_barra_residualvolatility_botG -43.03 13.04 -50.80 79.80 -12.59 -60.50 -166.16 -228.35 -116.36
9 multin_zz1000_71001_barra_growth_botG -45.90 10.18 -53.67 76.94 -15.46 -63.37 -169.03 -231.22 -119.23