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_20241111_151509
0 multin_zz1000_71001_barra_beta_topG 228.88 300.57 253.14 404.78 473.99 187.11 -66.55 -45.11 -96.22
1 multin_zz1000_71001_barra_earningsyield_botG 96.79 168.48 121.05 272.69 341.90 55.01 -198.65 -177.21 -228.31
2 multin_zz1000_71001_barra_momentum_botG 52.39 124.08 76.65 228.29 297.50 10.61 -243.05 -221.61 -272.71
3 multin_zz1000_71001_barra_liquidity_topG 33.76 105.45 58.02 209.66 278.87 -8.02 -261.67 -240.23 -291.34
4 multin_zz1000_71001_barra_btop_botG 32.77 104.46 57.03 208.67 277.88 -9.01 -262.66 -241.22 -292.33
5 multin_zz1000_71001_barra_leverage_botG 19.59 91.28 43.85 195.49 264.70 -22.19 -275.84 -254.40 -305.51
6 multin_zz1000_71001_barra_size_botG 5.82 77.51 30.08 181.72 250.93 -35.96 -289.62 -268.18 -319.28
7 multin_zz1000_71001_barra_nonlinearsize_botG 5.82 77.51 30.08 181.72 250.93 -35.96 -289.62 -268.18 -319.28
8 multin_zz1000_71001_barra_residualvolatility_botG -29.05 42.64 -4.78 146.86 216.06 -70.82 -324.48 -303.04 -354.15
9 multin_zz1000_71001_barra_growth_botG -121.89 -50.20 -97.63 54.02 123.22 -163.66 -417.32 -395.88 -446.99