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_20241231_151607
0 multin_zz1000_71001_barra_nonlinearsize_botG 126.50 116.53 117.49 -17.46 -170.57 40.54 271.29 245.08 243.48
1 multin_zz1000_71001_barra_size_botG 126.50 116.53 117.49 -17.46 -170.57 40.54 271.29 245.08 243.48
2 multin_zz1000_71001_barra_growth_botG 67.12 57.15 58.11 -76.84 -229.95 -18.84 211.91 185.70 184.10
3 multin_zz1000_71001_barra_residualvolatility_botG 60.14 50.18 51.14 -83.81 -236.92 -25.82 204.93 178.73 177.13
4 multin_zz1000_71001_barra_momentum_botG 55.51 45.54 46.51 -88.45 -241.56 -30.45 200.30 174.09 172.49
5 multin_zz1000_71001_barra_leverage_botG -0.47 -10.43 -9.47 -144.42 -297.53 -86.43 144.32 118.12 116.52
6 multin_zz1000_71001_barra_earningsyield_botG -19.70 -29.67 -28.70 -163.66 -316.76 -105.66 125.09 98.88 97.29
7 multin_zz1000_71001_barra_btop_botG -34.17 -44.13 -43.17 -178.12 -331.23 -120.13 110.63 84.42 82.82
8 multin_zz1000_71001_barra_beta_topG -96.78 -106.75 -105.79 -240.74 -393.85 -182.74 48.01 21.80 20.20
9 multin_zz1000_71001_barra_liquidity_topG -98.22 -108.18 -107.22 -242.17 -395.28 -184.18 46.57 20.37 18.77