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_20241219_151615
0 multin_zz1000_71001_barra_beta_topG 59.76 55.87 62.72 64.90 77.21 56.80 -9.83 -34.72 51.24
1 multin_zz1000_71001_barra_earningsyield_botG 15.34 11.45 18.30 20.48 32.79 12.38 -54.26 -79.14 6.82
2 multin_zz1000_71001_barra_leverage_botG 8.61 4.72 11.57 13.75 26.06 5.65 -60.98 -85.87 0.09
3 multin_zz1000_71001_barra_btop_botG 6.78 2.88 9.74 11.91 24.22 3.81 -62.82 -87.70 -1.74
4 multin_zz1000_71001_barra_liquidity_topG -1.67 -5.56 1.29 3.47 15.78 -4.63 -71.27 -96.15 -10.19
5 multin_zz1000_71001_barra_residualvolatility_botG -12.35 -16.24 -9.39 -7.21 5.10 -15.31 -81.94 -106.83 -20.87
6 multin_zz1000_71001_barra_size_botG -23.15 -27.04 -20.19 -18.01 -5.70 -26.11 -92.74 -117.63 -31.67
7 multin_zz1000_71001_barra_nonlinearsize_botG -23.15 -27.04 -20.19 -18.01 -5.70 -26.11 -92.74 -117.63 -31.67
8 multin_zz1000_71001_barra_momentum_botG -44.88 -48.77 -41.92 -39.74 -27.43 -47.84 -114.48 -139.36 -53.40
9 multin_zz1000_71001_barra_growth_botG -64.63 -68.52 -61.67 -59.49 -47.18 -67.59 -134.23 -159.11 -73.15