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_20241227_151934
0 multin_zz1000_71001_barra_nonlinearsize_botG 141.77 138.50 87.23 175.98 160.95 37.90 40.39 -22.96 -72.05
1 multin_zz1000_71001_barra_size_botG 141.77 138.50 87.23 175.98 160.95 37.90 40.39 -22.96 -72.05
2 multin_zz1000_71001_barra_growth_botG 83.75 80.49 29.22 117.97 102.93 -20.12 -17.62 -80.97 -130.07
3 multin_zz1000_71001_barra_residualvolatility_botG 82.20 78.93 27.66 116.41 101.38 -21.67 -19.17 -82.53 -131.62
4 multin_zz1000_71001_barra_momentum_botG 26.57 23.31 -27.96 60.79 45.75 -77.30 -74.80 -138.15 -187.25
5 multin_zz1000_71001_barra_leverage_botG 14.74 11.47 -39.79 48.96 33.92 -89.13 -86.63 -149.99 -199.08
6 multin_zz1000_71001_barra_earningsyield_botG -4.29 -7.56 -58.83 29.92 14.89 -108.16 -105.66 -169.02 -218.11
7 multin_zz1000_71001_barra_liquidity_topG -13.82 -17.08 -68.35 20.40 5.37 -117.68 -115.19 -178.54 -227.63
8 multin_zz1000_71001_barra_beta_topG -37.07 -40.34 -91.61 -2.85 -17.89 -140.94 -138.44 -201.80 -250.89
9 multin_zz1000_71001_barra_btop_botG -48.22 -51.48 -102.75 -14.00 -29.04 -152.08 -149.59 -212.94 -262.03