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_20241226_151548
0 multin_zz1000_71001_barra_beta_topG 83.08 114.12 26.14 187.60 194.90 24.66 -181.61 -199.90 -214.87
1 multin_zz1000_71001_barra_liquidity_topG 80.52 111.56 23.57 185.04 192.33 22.09 -184.18 -202.47 -217.44
2 multin_zz1000_71001_barra_btop_botG 74.06 105.10 17.12 178.58 185.88 15.63 -190.64 -208.92 -223.89
3 multin_zz1000_71001_barra_earningsyield_botG 56.20 87.24 -0.74 160.72 168.02 -2.22 -208.50 -226.78 -241.75
4 multin_zz1000_71001_barra_leverage_botG 53.27 84.30 -3.68 157.79 165.08 -5.16 -211.43 -229.72 -244.69
5 multin_zz1000_71001_barra_nonlinearsize_botG 45.16 76.20 -11.79 149.68 156.97 -13.27 -219.54 -237.83 -252.80
6 multin_zz1000_71001_barra_size_botG 45.16 76.20 -11.79 149.68 156.97 -13.27 -219.54 -237.83 -252.80
7 multin_zz1000_71001_barra_growth_botG -9.87 21.16 -66.82 94.64 101.94 -68.30 -274.57 -292.86 -307.83
8 multin_zz1000_71001_barra_momentum_botG -19.05 11.98 -76.00 85.47 92.76 -77.48 -283.75 -302.04 -317.01
9 multin_zz1000_71001_barra_residualvolatility_botG -40.38 -9.35 -97.33 64.13 71.43 -98.81 -305.08 -323.37 -338.34