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_20241218_151541
0 multin_zz1000_71001_barra_btop_botG 50.46 65.80 57.41 84.57 138.12 102.30 117.87 135.70 189.33
1 multin_zz1000_71001_barra_liquidity_topG 43.92 59.27 50.88 78.04 131.59 95.77 111.34 129.17 182.80
2 multin_zz1000_71001_barra_earningsyield_botG 36.37 51.72 43.33 70.48 124.03 88.21 103.78 121.61 175.25
3 multin_zz1000_71001_barra_beta_topG 30.53 45.88 37.49 64.65 118.20 82.38 97.95 115.78 169.41
4 multin_zz1000_71001_barra_leverage_botG -12.11 3.24 -5.15 22.01 75.56 39.73 55.31 73.13 126.77
5 multin_zz1000_71001_barra_residualvolatility_botG -66.56 -51.22 -59.61 -32.45 21.10 -14.72 0.85 18.68 72.31
6 multin_zz1000_71001_barra_momentum_botG -83.40 -68.05 -76.44 -49.28 4.27 -31.55 -15.98 1.84 55.48
7 multin_zz1000_71001_barra_growth_botG -86.37 -71.02 -79.41 -52.25 1.30 -34.52 -18.95 -1.13 52.51
8 multin_zz1000_71001_barra_nonlinearsize_botG -97.17 -81.82 -90.21 -63.05 -9.50 -45.32 -29.75 -11.93 41.71
9 multin_zz1000_71001_barra_size_botG -97.17 -81.82 -90.21 -63.05 -9.50 -45.32 -29.75 -11.93 41.71