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_20241126_151548
0 multin_zz1000_71001_barra_nonlinearsize_botG 70.05 25.92 79.10 -26.92 -49.53 44.98 141.22 162.14 95.66
1 multin_zz1000_71001_barra_size_botG 70.05 25.92 79.10 -26.92 -49.53 44.98 141.22 162.14 95.66
2 multin_zz1000_71001_barra_growth_botG 68.40 24.27 77.45 -28.57 -51.18 43.33 139.57 160.49 94.01
3 multin_zz1000_71001_barra_residualvolatility_botG 52.60 8.47 61.65 -44.37 -66.98 27.53 123.77 144.69 78.21
4 multin_zz1000_71001_barra_leverage_botG 43.03 -1.10 52.08 -53.94 -76.55 17.96 114.20 135.12 68.64
5 multin_zz1000_71001_barra_btop_botG -0.29 -44.43 8.75 -97.26 -119.87 -25.36 70.87 91.79 25.32
6 multin_zz1000_71001_barra_earningsyield_botG -4.68 -48.81 4.37 -101.65 -124.26 -29.75 66.48 87.40 20.93
7 multin_zz1000_71001_barra_momentum_botG -6.05 -50.18 3.00 -103.02 -125.63 -31.12 65.12 86.04 19.56
8 multin_zz1000_71001_barra_beta_topG -59.75 -103.88 -50.70 -156.72 -179.33 -84.82 11.42 32.34 -34.14
9 multin_zz1000_71001_barra_liquidity_topG -101.40 -145.53 -92.35 -198.37 -220.98 -126.47 -30.24 -9.32 -75.79