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_20241203_151523
0 multin_zz1000_71001_barra_growth_botG 83.00 91.37 33.85 60.50 67.14 36.03 6.22 -12.34 -47.21
1 multin_zz1000_71001_barra_nonlinearsize_botG 61.26 69.63 12.11 38.76 45.40 14.30 -15.52 -34.08 -68.95
2 multin_zz1000_71001_barra_size_botG 61.26 69.63 12.11 38.76 45.40 14.30 -15.52 -34.08 -68.95
3 multin_zz1000_71001_barra_liquidity_topG 40.26 48.63 -8.89 17.76 24.40 -6.71 -36.52 -55.08 -89.95
4 multin_zz1000_71001_barra_residualvolatility_botG 35.76 44.12 -13.40 13.26 19.90 -11.21 -41.02 -59.58 -94.45
5 multin_zz1000_71001_barra_leverage_botG 33.32 41.69 -15.83 10.82 17.46 -13.65 -43.46 -62.02 -96.89
6 multin_zz1000_71001_barra_beta_topG 11.90 20.27 -37.25 -10.60 -3.96 -35.06 -64.88 -83.44 -118.30
7 multin_zz1000_71001_barra_earningsyield_botG 4.17 12.54 -44.98 -18.33 -11.69 -42.80 -72.61 -91.17 -126.04
8 multin_zz1000_71001_barra_momentum_botG -4.70 3.67 -53.85 -27.20 -20.56 -51.67 -81.48 -100.04 -134.91
9 multin_zz1000_71001_barra_btop_botG -8.25 0.12 -57.40 -30.75 -24.11 -55.22 -85.03 -103.59 -138.46