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_20241216_172021
0 multin_zz1000_71001_barra_nonlinearsize_botG 148.88 152.09 100.41 77.10 23.03 36.20 23.27 10.24 -6.82
1 multin_zz1000_71001_barra_size_botG 148.88 152.09 100.41 77.10 23.03 36.20 23.27 10.24 -6.82
2 multin_zz1000_71001_barra_growth_botG 124.26 127.48 75.80 52.49 -1.58 11.59 -1.34 -14.37 -31.43
3 multin_zz1000_71001_barra_residualvolatility_botG 103.96 107.17 55.49 32.18 -21.89 -8.72 -21.65 -34.68 -51.74
4 multin_zz1000_71001_barra_momentum_botG 75.80 79.01 27.33 4.02 -50.05 -36.88 -49.81 -62.84 -79.90
5 multin_zz1000_71001_barra_leverage_botG 50.83 54.04 2.37 -20.94 -75.02 -61.84 -74.78 -87.80 -104.86
6 multin_zz1000_71001_barra_earningsyield_botG 7.46 10.68 -41.00 -64.31 -118.38 -105.21 -118.15 -131.17 -148.23
7 multin_zz1000_71001_barra_beta_topG -13.90 -10.69 -62.37 -85.68 -139.75 -126.58 -139.51 -152.54 -169.60
8 multin_zz1000_71001_barra_btop_botG -24.79 -21.58 -73.26 -96.56 -150.64 -137.47 -150.40 -163.43 -180.48
9 multin_zz1000_71001_barra_liquidity_topG -26.09 -22.88 -74.55 -97.86 -151.94 -138.77 -151.70 -164.73 -181.78