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_20241009_151544
0 multin_zz1000_71001_barra_earningsyield_botG -31.57 -121.22 138.45 -96.31 -792.15 257.74 1365.79 1274.65 1347.92
1 multin_zz1000_71001_barra_btop_botG -68.79 -158.44 101.23 -133.53 -829.37 220.52 1328.57 1237.43 1310.70
2 multin_zz1000_71001_barra_residualvolatility_botG -73.28 -162.93 96.74 -138.02 -833.86 216.03 1324.08 1232.94 1306.21
3 multin_zz1000_71001_barra_growth_botG -103.84 -193.50 66.17 -168.59 -864.43 185.47 1293.51 1202.37 1275.65
4 multin_zz1000_71001_barra_beta_topG -174.86 -264.52 -4.85 -239.61 -935.45 114.45 1222.49 1131.35 1204.63
5 multin_zz1000_71001_barra_leverage_botG -175.25 -264.91 -5.24 -240.00 -935.84 114.06 1222.10 1130.97 1204.24
6 multin_zz1000_71001_barra_momentum_botG -184.04 -273.70 -14.03 -248.79 -944.63 105.26 1213.31 1122.17 1195.45
7 multin_zz1000_71001_barra_nonlinearsize_botG -246.04 -335.69 -76.03 -310.79 -1006.62 43.27 1151.32 1060.18 1133.45
8 multin_zz1000_71001_barra_size_botG -246.04 -335.69 -76.03 -310.79 -1006.62 43.27 1151.32 1060.18 1133.45
9 multin_zz1000_71001_barra_liquidity_topG -264.02 -353.68 -94.01 -328.77 -1024.61 25.29 1133.34 1042.20 1115.47