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_20241129_151551
0 multin_zz1000_71001_barra_beta_topG 64.79 68.74 57.15 114.93 234.15 89.49 -71.65 -93.30 -39.05
1 multin_zz1000_71001_barra_btop_botG 40.95 44.90 33.31 91.09 210.31 65.65 -95.49 -117.14 -62.89
2 multin_zz1000_71001_barra_liquidity_topG 34.31 38.26 26.67 84.45 203.68 59.02 -102.12 -123.78 -69.52
3 multin_zz1000_71001_barra_leverage_botG 19.39 23.34 11.75 69.52 188.75 44.09 -117.05 -138.70 -84.45
4 multin_zz1000_71001_barra_earningsyield_botG 14.46 18.41 6.82 64.60 183.83 39.17 -121.98 -143.63 -89.38
5 multin_zz1000_71001_barra_momentum_botG -10.68 -6.73 -18.32 39.46 158.68 14.02 -147.12 -168.77 -114.52
6 multin_zz1000_71001_barra_growth_botG -14.02 -10.07 -21.66 36.12 155.34 10.68 -150.46 -172.11 -117.86
7 multin_zz1000_71001_barra_residualvolatility_botG -22.52 -18.57 -30.16 27.62 146.84 2.18 -158.96 -180.61 -126.36
8 multin_zz1000_71001_barra_nonlinearsize_botG -39.88 -35.93 -47.52 10.26 129.49 -15.17 -176.32 -197.97 -143.72
9 multin_zz1000_71001_barra_size_botG -39.88 -35.93 -47.52 10.26 129.49 -15.17 -176.32 -197.97 -143.72