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_20241212_151539
0 multin_zz1000_71001_barra_nonlinearsize_botG 117.37 93.74 79.01 81.21 177.59 60.07 -64.64 -157.27 -218.92
1 multin_zz1000_71001_barra_size_botG 117.37 93.74 79.01 81.21 177.59 60.07 -64.64 -157.27 -218.92
2 multin_zz1000_71001_barra_growth_botG 61.20 37.57 22.84 25.04 121.42 3.90 -120.81 -213.44 -275.09
3 multin_zz1000_71001_barra_momentum_botG 42.93 19.30 4.58 6.77 103.16 -14.37 -139.08 -231.71 -293.36
4 multin_zz1000_71001_barra_residualvolatility_botG 41.25 17.62 2.89 5.09 101.48 -16.05 -140.76 -233.39 -295.04
5 multin_zz1000_71001_barra_liquidity_topG 19.49 -4.14 -18.87 -16.67 79.71 -37.81 -162.52 -255.15 -316.80
6 multin_zz1000_71001_barra_leverage_botG 5.84 -17.79 -32.51 -30.31 66.07 -51.46 -176.17 -268.79 -330.45
7 multin_zz1000_71001_barra_btop_botG -1.48 -25.11 -39.84 -37.64 58.74 -58.78 -183.49 -276.12 -337.77
8 multin_zz1000_71001_barra_beta_topG -35.66 -59.29 -74.02 -71.82 24.56 -92.96 -217.67 -310.30 -371.95
9 multin_zz1000_71001_barra_earningsyield_botG -40.40 -64.03 -78.75 -76.56 19.83 -97.70 -222.41 -315.04 -376.69