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_20241128_151521
0 multin_zz1000_71001_barra_nonlinearsize_botG 172.61 198.30 82.45 210.63 117.77 56.48 18.73 5.52 -47.53
1 multin_zz1000_71001_barra_size_botG 172.61 198.30 82.45 210.63 117.77 56.48 18.73 5.52 -47.53
2 multin_zz1000_71001_barra_growth_botG 143.37 169.06 53.21 181.40 88.53 27.24 -10.51 -23.72 -76.77
3 multin_zz1000_71001_barra_residualvolatility_botG 92.52 118.21 2.36 130.54 37.68 -23.61 -61.37 -74.57 -127.62
4 multin_zz1000_71001_barra_momentum_botG 72.35 98.04 -17.81 110.37 17.51 -43.78 -81.54 -94.74 -147.79
5 multin_zz1000_71001_barra_leverage_botG 60.17 85.86 -29.99 98.20 5.33 -55.96 -93.71 -106.92 -159.97
6 multin_zz1000_71001_barra_btop_botG 28.92 54.61 -61.24 66.95 -25.92 -87.21 -124.96 -138.17 -191.22
7 multin_zz1000_71001_barra_earningsyield_botG 22.32 48.01 -67.84 60.34 -32.52 -93.81 -131.57 -144.77 -197.82
8 multin_zz1000_71001_barra_beta_topG 12.24 37.93 -77.92 50.26 -42.60 -103.89 -141.65 -154.85 -207.90
9 multin_zz1000_71001_barra_liquidity_topG 11.27 36.95 -78.90 49.29 -43.58 -104.87 -142.62 -155.83 -208.88