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_20240906_151524
0 multin_zz1000_71001_barra_residualvolatility_botG 27.95 -3.59 50.24 -61.78 -142.22 95.29 331.51 328.19 324.89
1 multin_zz1000_71001_barra_growth_botG 22.22 -9.32 44.51 -67.51 -147.95 89.56 325.78 322.46 319.16
2 multin_zz1000_71001_barra_earningsyield_botG -26.43 -57.97 -4.14 -116.16 -196.60 40.91 277.13 273.81 270.51
3 multin_zz1000_71001_barra_liquidity_topG -32.01 -63.56 -9.72 -121.74 -202.19 35.33 271.55 268.22 264.92
4 multin_zz1000_71001_barra_btop_botG -32.90 -64.44 -10.61 -122.63 -203.07 34.44 270.66 267.34 264.04
5 multin_zz1000_71001_barra_size_botG -52.75 -84.29 -30.46 -142.48 -222.92 14.59 250.81 247.48 244.19
6 multin_zz1000_71001_barra_nonlinearsize_botG -52.75 -84.29 -30.46 -142.48 -222.92 14.59 250.81 247.48 244.19
7 multin_zz1000_71001_barra_leverage_botG -54.74 -86.28 -32.45 -144.47 -224.91 12.60 248.82 245.50 242.20
8 multin_zz1000_71001_barra_beta_topG -90.16 -121.71 -67.87 -179.89 -260.34 -22.82 213.40 210.07 206.77
9 multin_zz1000_71001_barra_momentum_botG -91.59 -123.13 -69.30 -181.32 -261.76 -24.25 211.97 208.64 205.35