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_20241202_151513
0 multin_zz1000_71001_barra_growth_botG 49.78 91.43 8.12 170.16 250.17 29.90 -160.16 -135.01 -98.88
1 multin_zz1000_71001_barra_liquidity_topG 34.63 76.28 -7.03 155.01 235.02 14.75 -175.31 -150.16 -114.03
2 multin_zz1000_71001_barra_size_botG 18.63 60.28 -23.03 139.01 219.01 -1.26 -191.32 -166.17 -130.03
3 multin_zz1000_71001_barra_nonlinearsize_botG 18.63 60.28 -23.03 139.01 219.01 -1.26 -191.32 -166.17 -130.03
4 multin_zz1000_71001_barra_beta_topG 16.19 57.84 -25.47 136.57 216.58 -3.69 -193.75 -168.60 -132.47
5 multin_zz1000_71001_barra_earningsyield_botG 9.03 50.68 -32.63 129.41 209.42 -10.86 -200.92 -175.76 -139.63
6 multin_zz1000_71001_barra_momentum_botG -4.57 37.08 -46.23 115.81 195.82 -24.45 -214.51 -189.36 -153.23
7 multin_zz1000_71001_barra_leverage_botG -9.30 32.35 -50.96 111.08 191.08 -29.19 -219.25 -194.09 -157.96
8 multin_zz1000_71001_barra_residualvolatility_botG -13.11 28.54 -54.78 107.26 187.27 -33.00 -223.06 -197.91 -161.78
9 multin_zz1000_71001_barra_btop_botG -21.11 20.54 -62.77 99.27 179.28 -41.00 -231.06 -205.90 -169.77