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_20241120_151534
0 multin_zz1000_71001_barra_nonlinearsize_botG 87.33 188.34 10.88 257.63 282.43 29.53 -210.98 -243.71 -217.97
1 multin_zz1000_71001_barra_size_botG 87.33 188.34 10.88 257.63 282.43 29.53 -210.98 -243.71 -217.97
2 multin_zz1000_71001_barra_liquidity_topG 78.95 179.96 2.50 249.25 274.05 21.16 -219.35 -252.09 -226.35
3 multin_zz1000_71001_barra_earningsyield_botG 76.22 177.23 -0.24 246.52 271.32 18.42 -222.09 -254.83 -229.09
4 multin_zz1000_71001_barra_beta_topG 59.58 160.59 -16.88 229.87 254.68 1.78 -238.73 -271.47 -245.73
5 multin_zz1000_71001_barra_btop_botG 51.86 152.87 -24.60 222.15 246.96 -5.94 -246.45 -279.19 -253.45
6 multin_zz1000_71001_barra_momentum_botG 44.82 145.83 -31.63 215.12 239.92 -12.97 -253.49 -286.22 -260.48
7 multin_zz1000_71001_barra_leverage_botG 26.09 127.10 -50.36 196.39 221.19 -31.71 -272.22 -304.95 -279.21
8 multin_zz1000_71001_barra_growth_botG 21.06 122.07 -55.40 191.35 216.16 -36.74 -277.25 -309.99 -284.25
9 multin_zz1000_71001_barra_residualvolatility_botG -17.95 83.06 -94.41 152.34 177.15 -75.75 -316.26 -349.00 -323.26