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_20241206_151543
0 multin_zz1000_71001_barra_growth_botG 23.20 -8.64 32.30 -11.11 123.15 54.76 60.07 7.60 -107.72
1 multin_zz1000_71001_barra_earningsyield_botG 8.05 -23.78 17.16 -26.25 108.01 39.62 44.92 -7.54 -122.87
2 multin_zz1000_71001_barra_residualvolatility_botG 3.47 -28.37 12.58 -30.83 103.43 35.03 40.34 -12.13 -127.45
3 multin_zz1000_71001_barra_momentum_botG -2.82 -34.65 6.29 -37.12 97.14 28.75 34.05 -18.41 -133.74
4 multin_zz1000_71001_barra_beta_topG -16.58 -48.42 -7.47 -50.88 83.38 14.98 20.29 -32.18 -147.50
5 multin_zz1000_71001_barra_btop_botG -19.93 -51.77 -10.82 -54.23 80.03 11.64 16.94 -35.53 -150.85
6 multin_zz1000_71001_barra_nonlinearsize_botG -20.38 -52.22 -11.28 -54.69 79.57 11.18 16.49 -35.98 -151.30
7 multin_zz1000_71001_barra_size_botG -20.38 -52.22 -11.28 -54.69 79.57 11.18 16.49 -35.98 -151.30
8 multin_zz1000_71001_barra_leverage_botG -35.79 -67.62 -26.68 -70.09 64.17 -4.22 1.08 -51.38 -166.71
9 multin_zz1000_71001_barra_liquidity_topG -41.76 -73.59 -32.65 -76.06 58.20 -10.19 -4.89 -57.35 -172.68