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_20240924_151530
0 multin_zz1000_71001_barra_momentum_botG 70.00 21.00 141.94 24.99 455.86 150.12 -162.55 -175.23 -164.36
1 multin_zz1000_71001_barra_leverage_botG -31.89 -80.88 40.05 -76.90 353.98 48.24 -264.43 -277.12 -266.24
2 multin_zz1000_71001_barra_residualvolatility_botG -32.50 -81.50 39.44 -77.51 353.36 47.62 -265.05 -277.73 -266.86
3 multin_zz1000_71001_barra_beta_topG -34.13 -83.12 37.82 -79.13 351.74 46.00 -266.67 -279.35 -268.48
4 multin_zz1000_71001_barra_btop_botG -39.75 -88.74 32.20 -84.75 346.12 40.38 -272.29 -284.97 -274.10
5 multin_zz1000_71001_barra_growth_botG -41.15 -90.14 30.80 -86.15 344.72 38.98 -273.69 -286.37 -275.50
6 multin_zz1000_71001_barra_earningsyield_botG -44.90 -93.89 27.04 -89.91 340.97 35.23 -277.44 -290.13 -279.25
7 multin_zz1000_71001_barra_liquidity_topG -76.67 -125.66 -4.73 -121.68 309.20 3.45 -309.21 -321.90 -311.02
8 multin_zz1000_71001_barra_nonlinearsize_botG -78.19 -127.18 -6.24 -123.19 307.68 1.94 -310.73 -323.41 -312.54
9 multin_zz1000_71001_barra_size_botG -78.19 -127.18 -6.25 -123.19 307.68 1.94 -310.73 -323.41 -312.54