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_20241125_151509
0 multin_zz1000_71001_barra_nonlinearsize_botG 253.21 306.62 141.72 328.40 276.98 62.59 -158.49 -152.87 -215.55
1 multin_zz1000_71001_barra_size_botG 253.21 306.62 141.72 328.40 276.98 62.59 -158.49 -152.87 -215.55
2 multin_zz1000_71001_barra_momentum_botG 160.02 213.43 48.52 235.21 183.78 -30.60 -251.69 -246.06 -308.75
3 multin_zz1000_71001_barra_residualvolatility_botG 123.63 177.04 12.14 198.82 147.40 -66.99 -288.07 -282.45 -345.13
4 multin_zz1000_71001_barra_growth_botG 87.02 140.43 -24.47 162.21 110.78 -103.60 -324.69 -319.06 -381.74
5 multin_zz1000_71001_barra_leverage_botG 85.50 138.91 -25.99 160.69 109.27 -105.12 -326.20 -320.58 -383.26
6 multin_zz1000_71001_barra_beta_topG 76.63 130.04 -34.86 151.82 100.40 -113.99 -335.08 -329.45 -392.13
7 multin_zz1000_71001_barra_liquidity_topG 27.11 80.53 -84.38 102.31 50.88 -163.50 -384.59 -378.96 -441.65
8 multin_zz1000_71001_barra_earningsyield_botG 20.89 74.30 -90.60 96.08 44.65 -169.73 -390.82 -385.19 -447.87
9 multin_zz1000_71001_barra_btop_botG 2.05 55.46 -109.44 77.24 25.81 -188.57 -409.66 -404.03 -466.71