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_20241112_151529
0 multin_zz1000_71001_barra_nonlinearsize_botG 102.50 73.99 89.62 71.76 -30.86 27.67 95.44 -12.49 -198.45
1 multin_zz1000_71001_barra_size_botG 102.50 73.99 89.62 71.76 -30.86 27.67 95.44 -12.49 -198.45
2 multin_zz1000_71001_barra_residualvolatility_botG 69.94 41.44 57.07 39.21 -63.42 -4.88 62.89 -45.04 -231.00
3 multin_zz1000_71001_barra_momentum_botG 62.50 34.00 49.62 31.77 -70.86 -12.33 55.44 -52.49 -238.44
4 multin_zz1000_71001_barra_growth_botG 27.58 -0.93 14.70 -3.16 -105.78 -47.25 20.52 -87.41 -273.37
5 multin_zz1000_71001_barra_leverage_botG 13.09 -15.42 0.21 -17.65 -120.27 -61.74 6.03 -101.90 -287.86
6 multin_zz1000_71001_barra_liquidity_topG -39.28 -67.79 -52.16 -70.02 -172.64 -114.11 -46.34 -154.27 -340.23
7 multin_zz1000_71001_barra_btop_botG -43.63 -72.13 -56.51 -74.36 -176.99 -118.46 -50.69 -158.62 -344.57
8 multin_zz1000_71001_barra_beta_topG -76.16 -104.66 -89.03 -106.89 -209.52 -150.98 -83.21 -191.14 -377.10
9 multin_zz1000_71001_barra_earningsyield_botG -86.76 -115.26 -99.63 -117.49 -220.12 -161.58 -93.81 -201.74 -387.70