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_20241122_151601
0 multin_zz1000_71001_barra_growth_botG 34.47 54.13 4.79 -29.93 -332.51 42.24 507.01 460.26 482.86
1 multin_zz1000_71001_barra_nonlinearsize_botG 10.69 30.35 -18.99 -53.71 -356.29 18.46 483.23 436.48 459.08
2 multin_zz1000_71001_barra_size_botG 10.69 30.35 -18.99 -53.71 -356.29 18.46 483.23 436.48 459.08
3 multin_zz1000_71001_barra_earningsyield_botG 4.45 24.11 -25.23 -59.96 -362.54 12.22 476.98 430.24 452.83
4 multin_zz1000_71001_barra_btop_botG 3.73 23.40 -25.94 -60.67 -363.25 11.51 476.27 429.53 452.12
5 multin_zz1000_71001_barra_leverage_botG -21.02 -1.36 -50.70 -85.43 -388.01 -13.25 451.51 404.77 427.36
6 multin_zz1000_71001_barra_residualvolatility_botG -21.34 -1.68 -51.02 -85.74 -388.32 -13.57 451.20 404.45 427.05
7 multin_zz1000_71001_barra_momentum_botG -27.04 -7.38 -56.72 -91.44 -394.02 -19.27 445.50 398.75 421.35
8 multin_zz1000_71001_barra_liquidity_topG -41.71 -22.05 -71.39 -106.11 -408.69 -33.94 430.83 384.08 406.68
9 multin_zz1000_71001_barra_beta_topG -87.82 -68.16 -117.50 -152.22 -454.80 -80.05 384.72 337.97 360.57