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_20241210_151523
0 multin_zz1000_71001_barra_earningsyield_botG 55.80 72.65 50.08 76.87 150.61 88.10 65.37 128.94 195.28
1 multin_zz1000_71001_barra_beta_topG 54.89 71.74 49.16 75.96 149.69 87.19 64.46 128.02 194.37
2 multin_zz1000_71001_barra_btop_botG 54.70 71.54 48.97 75.76 149.50 86.99 64.27 127.83 194.17
3 multin_zz1000_71001_barra_liquidity_topG 40.96 57.81 35.24 62.03 135.77 73.26 50.53 114.09 180.44
4 multin_zz1000_71001_barra_leverage_botG 14.95 31.79 9.22 36.02 109.75 47.25 24.52 88.08 154.42
5 multin_zz1000_71001_barra_momentum_botG -13.01 3.83 -18.74 8.05 81.79 19.28 -3.44 60.12 126.46
6 multin_zz1000_71001_barra_growth_botG -14.03 2.81 -19.76 7.03 80.77 18.26 -4.46 59.10 125.44
7 multin_zz1000_71001_barra_nonlinearsize_botG -56.29 -39.45 -62.02 -35.23 38.51 -23.99 -46.72 16.84 83.18
8 multin_zz1000_71001_barra_size_botG -56.29 -39.45 -62.02 -35.23 38.51 -23.99 -46.72 16.84 83.18
9 multin_zz1000_71001_barra_residualvolatility_botG -60.71 -43.87 -66.44 -39.65 34.09 -28.42 -51.14 12.42 78.76