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_20241127_151527
0 multin_zz1000_71001_barra_beta_topG 70.90 99.21 131.98 126.80 300.66 165.77 58.58 71.54 81.46
1 multin_zz1000_71001_barra_btop_botG 45.16 73.47 106.24 101.06 274.92 140.03 32.84 45.80 55.72
2 multin_zz1000_71001_barra_liquidity_topG 17.91 46.22 78.99 73.82 247.67 112.78 5.59 18.55 28.47
3 multin_zz1000_71001_barra_earningsyield_botG 11.32 39.63 72.40 67.22 241.08 106.19 -1.00 11.96 21.88
4 multin_zz1000_71001_barra_leverage_botG -20.72 7.60 40.36 35.19 209.05 74.16 -33.04 -20.07 -10.16
5 multin_zz1000_71001_barra_momentum_botG -78.08 -49.76 -17.00 -22.17 151.69 16.80 -90.40 -77.43 -67.52
6 multin_zz1000_71001_barra_residualvolatility_botG -91.72 -63.40 -30.64 -35.81 138.05 3.16 -104.04 -91.07 -81.16
7 multin_zz1000_71001_barra_growth_botG -116.47 -88.15 -55.39 -60.56 113.30 -21.60 -128.79 -115.83 -105.91
8 multin_zz1000_71001_barra_nonlinearsize_botG -138.16 -109.84 -77.08 -82.25 91.61 -43.28 -150.48 -137.51 -127.60
9 multin_zz1000_71001_barra_size_botG -138.16 -109.84 -77.08 -82.25 91.61 -43.28 -150.48 -137.51 -127.60