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_20241113_195035
0 multin_zz1000_71001_barra_beta_topG 100.20 81.30 69.38 8.53 73.96 14.30 -70.78 -62.80 -163.71
1 multin_zz1000_71001_barra_size_botG 83.88 64.97 53.06 -7.79 57.64 -2.03 -87.10 -79.12 -180.03
2 multin_zz1000_71001_barra_nonlinearsize_botG 83.88 64.97 53.06 -7.79 57.64 -2.03 -87.10 -79.12 -180.03
3 multin_zz1000_71001_barra_leverage_botG 63.22 44.32 32.40 -28.45 36.98 -22.68 -107.76 -99.78 -200.69
4 multin_zz1000_71001_barra_residualvolatility_botG 43.79 24.89 12.97 -47.88 17.55 -42.12 -127.19 -119.21 -220.12
5 multin_zz1000_71001_barra_earningsyield_botG 42.91 24.00 12.08 -48.76 16.67 -43.00 -128.07 -120.10 -221.00
6 multin_zz1000_71001_barra_btop_botG 35.25 16.35 4.43 -56.42 9.01 -50.66 -135.73 -127.75 -228.66
7 multin_zz1000_71001_barra_liquidity_topG 29.62 10.72 -1.20 -62.05 3.38 -56.28 -141.36 -133.38 -234.29
8 multin_zz1000_71001_barra_momentum_botG 20.33 1.42 -10.49 -71.34 -5.91 -65.58 -150.65 -142.67 -243.58
9 multin_zz1000_71001_barra_growth_botG 14.12 -4.79 -16.71 -77.55 -12.12 -71.79 -156.86 -148.89 -249.79