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_20241220_151619
0 multin_zz1000_71001_barra_beta_topG 124.81 198.46 97.36 264.63 229.55 49.16 -181.34 -197.50 -214.35
1 multin_zz1000_71001_barra_btop_botG 98.42 172.08 70.97 238.24 203.16 22.77 -207.73 -223.89 -240.74
2 multin_zz1000_71001_barra_liquidity_topG 95.28 168.93 67.83 235.10 200.02 19.63 -210.87 -227.03 -243.88
3 multin_zz1000_71001_barra_leverage_botG 86.18 159.83 58.73 226.00 190.92 10.52 -219.97 -236.14 -252.99
4 multin_zz1000_71001_barra_earningsyield_botG 69.56 143.21 42.11 209.38 174.30 -6.09 -236.59 -252.76 -269.61
5 multin_zz1000_71001_barra_nonlinearsize_botG 68.87 142.52 41.42 208.69 173.61 -6.78 -237.28 -253.45 -270.30
6 multin_zz1000_71001_barra_size_botG 68.87 142.52 41.42 208.69 173.61 -6.78 -237.28 -253.45 -270.30
7 multin_zz1000_71001_barra_momentum_botG 10.41 84.07 -17.03 150.23 115.15 -65.24 -295.74 -311.90 -328.75
8 multin_zz1000_71001_barra_residualvolatility_botG -16.59 57.06 -44.04 123.23 88.15 -92.24 -322.74 -338.91 -355.76
9 multin_zz1000_71001_barra_growth_botG -27.95 45.70 -55.40 111.87 76.79 -103.60 -334.10 -350.26 -367.11