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_20241211_151655
0 multin_zz1000_71001_barra_growth_botG 49.69 95.92 20.53 200.12 184.22 59.18 47.33 55.31 67.99
1 multin_zz1000_71001_barra_earningsyield_botG 13.56 59.79 -15.60 163.98 148.09 23.05 11.20 19.17 31.86
2 multin_zz1000_71001_barra_size_botG -2.68 43.55 -31.84 147.74 131.85 6.81 -5.04 2.93 15.62
3 multin_zz1000_71001_barra_nonlinearsize_botG -2.68 43.55 -31.84 147.74 131.85 6.81 -5.04 2.93 15.62
4 multin_zz1000_71001_barra_btop_botG -7.27 38.97 -36.42 143.16 127.27 2.23 -9.62 -1.65 11.04
5 multin_zz1000_71001_barra_leverage_botG -7.52 38.72 -36.67 142.91 127.02 1.98 -9.88 -1.90 10.78
6 multin_zz1000_71001_barra_momentum_botG -13.47 32.77 -42.62 136.96 121.07 -3.97 -15.82 -7.85 4.83
7 multin_zz1000_71001_barra_liquidity_topG -15.66 30.58 -44.81 134.77 118.88 -6.16 -18.01 -10.04 2.64
8 multin_zz1000_71001_barra_beta_topG -23.21 23.03 -52.36 127.22 111.33 -13.71 -25.57 -17.59 -4.91
9 multin_zz1000_71001_barra_residualvolatility_botG -24.81 21.42 -53.97 125.62 109.72 -15.32 -27.17 -19.19 -6.51