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_20241121_151513
0 multin_zz1000_71001_barra_nonlinearsize_botG 77.75 106.44 59.01 85.94 94.16 24.91 -3.68 -16.27 -74.79
1 multin_zz1000_71001_barra_size_botG 77.75 106.44 59.01 85.94 94.16 24.91 -3.68 -16.27 -74.79
2 multin_zz1000_71001_barra_leverage_botG 26.09 54.77 7.34 34.28 42.49 -26.76 -55.35 -67.93 -126.46
3 multin_zz1000_71001_barra_momentum_botG 25.58 54.26 6.83 33.76 41.98 -27.27 -55.86 -68.45 -126.97
4 multin_zz1000_71001_barra_earningsyield_botG 19.19 47.87 0.44 27.38 35.59 -33.66 -62.25 -74.83 -133.36
5 multin_zz1000_71001_barra_residualvolatility_botG 12.64 41.32 -6.11 20.82 29.04 -40.21 -68.80 -81.39 -139.91
6 multin_zz1000_71001_barra_growth_botG 11.89 40.57 -6.86 20.08 28.29 -40.95 -69.55 -82.13 -140.66
7 multin_zz1000_71001_barra_liquidity_topG -0.86 27.83 -19.60 7.33 15.55 -53.70 -82.29 -94.88 -153.40
8 multin_zz1000_71001_barra_btop_botG -4.48 24.21 -23.23 3.71 11.92 -57.32 -85.92 -98.50 -157.03
9 multin_zz1000_71001_barra_beta_topG -19.26 9.43 -38.01 -11.07 -2.86 -72.10 -100.70 -113.28 -171.81