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_20240927_151527
0 multin_zz1000_71001_barra_momentum_botG 149.07 154.24 215.00 245.43 678.70 190.62 -286.02 -295.99 -265.66
1 multin_zz1000_71001_barra_beta_topG 140.83 146.00 206.76 237.20 670.47 182.39 -294.25 -304.23 -273.90
2 multin_zz1000_71001_barra_liquidity_topG 56.66 61.83 122.59 153.03 586.30 98.22 -378.43 -388.40 -358.07
3 multin_zz1000_71001_barra_btop_botG 49.22 54.39 115.14 145.58 578.85 90.77 -385.87 -395.84 -365.51
4 multin_zz1000_71001_barra_earningsyield_botG 40.26 45.43 106.19 136.62 569.90 81.81 -394.83 -404.80 -374.47
5 multin_zz1000_71001_barra_leverage_botG 33.00 38.17 98.93 129.36 562.64 74.55 -402.09 -412.06 -381.73
6 multin_zz1000_71001_barra_size_botG -81.88 -76.71 -15.95 14.48 447.76 -40.33 -516.97 -526.94 -496.61
7 multin_zz1000_71001_barra_nonlinearsize_botG -81.88 -76.71 -15.95 14.48 447.76 -40.33 -516.97 -526.94 -496.61
8 multin_zz1000_71001_barra_growth_botG -98.90 -93.73 -32.97 -2.53 430.74 -57.34 -533.99 -543.96 -513.63
9 multin_zz1000_71001_barra_residualvolatility_botG -149.59 -144.42 -83.66 -53.23 380.05 -108.04 -584.68 -594.65 -564.32