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_20241115_151511
0 multin_zz1000_71001_barra_residualvolatility_botG 86.12 103.76 70.51 21.81 -145.65 32.41 176.43 193.68 100.89
1 multin_zz1000_71001_barra_nonlinearsize_botG 74.51 92.15 58.90 10.20 -157.26 20.80 164.82 182.07 89.28
2 multin_zz1000_71001_barra_size_botG 74.51 92.15 58.90 10.20 -157.26 20.80 164.82 182.07 89.28
3 multin_zz1000_71001_barra_growth_botG 56.31 73.94 40.69 -8.01 -175.47 2.59 146.62 163.87 71.08
4 multin_zz1000_71001_barra_momentum_botG 15.86 33.50 0.25 -48.45 -215.91 -37.85 106.17 123.42 30.63
5 multin_zz1000_71001_barra_leverage_botG -5.23 12.41 -20.85 -69.55 -237.01 -58.95 85.08 102.33 9.54
6 multin_zz1000_71001_barra_beta_topG -52.99 -35.35 -68.61 -117.31 -284.77 -106.70 37.32 54.57 -38.22
7 multin_zz1000_71001_barra_earningsyield_botG -54.10 -36.46 -69.72 -118.42 -285.88 -107.82 36.21 53.46 -39.33
8 multin_zz1000_71001_barra_liquidity_topG -60.33 -42.69 -75.95 -124.65 -292.11 -114.05 29.98 47.23 -45.56
9 multin_zz1000_71001_barra_btop_botG -84.26 -66.62 -99.87 -148.57 -316.03 -137.97 6.06 23.30 -69.48