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_20241119_151526
0 multin_zz1000_71001_barra_beta_topG 138.36 223.59 93.27 329.20 398.06 111.21 -261.47 -219.05 -260.47
1 multin_zz1000_71001_barra_liquidity_topG 114.80 200.03 69.70 305.63 374.50 87.65 -285.03 -242.61 -284.04
2 multin_zz1000_71001_barra_btop_botG 55.80 141.04 10.71 246.64 315.51 28.66 -344.03 -301.60 -343.03
3 multin_zz1000_71001_barra_leverage_botG 42.76 127.99 -2.33 233.60 302.47 15.61 -357.07 -314.64 -356.07
4 multin_zz1000_71001_barra_momentum_botG 41.66 126.89 -3.44 232.49 301.36 14.51 -358.17 -315.75 -357.18
5 multin_zz1000_71001_barra_earningsyield_botG 21.15 106.38 -23.95 211.98 280.85 -6.00 -378.68 -336.26 -377.68
6 multin_zz1000_71001_barra_size_botG -23.02 62.21 -68.12 167.81 236.68 -50.17 -422.85 -380.43 -421.86
7 multin_zz1000_71001_barra_nonlinearsize_botG -23.02 62.21 -68.12 167.81 236.68 -50.17 -422.85 -380.43 -421.86
8 multin_zz1000_71001_barra_residualvolatility_botG -28.30 56.93 -73.40 162.53 231.40 -55.45 -428.14 -385.71 -427.14
9 multin_zz1000_71001_barra_growth_botG -53.37 31.87 -98.46 137.47 206.34 -80.51 -453.20 -410.77 -452.20