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_20241209_151524
0 multin_zz1000_71001_barra_nonlinearsize_botG 112.70 93.38 55.89 53.21 38.90 -0.52 -77.12 -7.54 -55.73
1 multin_zz1000_71001_barra_size_botG 112.70 93.38 55.89 53.21 38.90 -0.52 -77.12 -7.54 -55.73
2 multin_zz1000_71001_barra_residualvolatility_botG 82.38 63.06 25.57 22.89 8.58 -30.84 -107.44 -37.86 -86.05
3 multin_zz1000_71001_barra_momentum_botG 81.09 61.77 24.28 21.60 7.29 -32.13 -108.73 -39.15 -87.34
4 multin_zz1000_71001_barra_leverage_botG 62.29 42.97 5.48 2.80 -11.51 -50.93 -127.53 -57.95 -106.14
5 multin_zz1000_71001_barra_liquidity_topG 41.55 22.22 -15.27 -17.95 -32.26 -71.68 -148.28 -78.70 -126.88
6 multin_zz1000_71001_barra_growth_botG 35.28 15.95 -21.54 -24.21 -38.53 -77.95 -154.54 -84.97 -133.15
7 multin_zz1000_71001_barra_btop_botG 7.86 -11.46 -48.95 -51.63 -65.94 -105.36 -181.96 -112.38 -160.57
8 multin_zz1000_71001_barra_beta_topG -1.87 -21.20 -58.69 -61.36 -75.68 -115.10 -191.69 -122.12 -170.30
9 multin_zz1000_71001_barra_earningsyield_botG -17.21 -36.54 -74.03 -76.71 -91.02 -130.44 -207.04 -137.46 -185.64