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_20241205_151547
0 multin_zz1000_71001_barra_beta_topG 88.55 177.09 48.40 237.92 215.41 51.03 -52.19 -55.88 -82.99
1 multin_zz1000_71001_barra_liquidity_topG 73.81 162.35 33.66 223.19 200.67 36.29 -66.92 -70.61 -97.73
2 multin_zz1000_71001_barra_earningsyield_botG 64.79 153.32 24.64 214.16 191.65 27.26 -75.95 -79.64 -106.76
3 multin_zz1000_71001_barra_size_botG 38.05 126.59 -2.10 187.43 164.91 0.53 -102.68 -106.37 -133.49
4 multin_zz1000_71001_barra_nonlinearsize_botG 38.05 126.59 -2.10 187.43 164.91 0.53 -102.68 -106.37 -133.49
5 multin_zz1000_71001_barra_btop_botG 35.13 123.66 -5.03 184.50 161.99 -2.40 -105.61 -109.30 -136.42
6 multin_zz1000_71001_barra_momentum_botG 29.73 118.27 -10.42 179.11 156.59 -7.79 -111.00 -114.69 -141.81
7 multin_zz1000_71001_barra_leverage_botG 15.16 103.70 -24.99 164.54 142.02 -22.36 -125.57 -129.26 -156.38
8 multin_zz1000_71001_barra_growth_botG 12.62 101.15 -27.53 161.99 139.48 -24.91 -128.12 -131.81 -158.93
9 multin_zz1000_71001_barra_residualvolatility_botG -18.45 70.09 -58.60 130.93 108.41 -55.97 -159.18 -162.87 -189.99