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_20241101_151540
0 multin_zz1000_71001_barra_residualvolatility_botG 126.62 -59.61 253.95 -177.55 -177.91 227.76 508.16 475.02 394.83
1 multin_zz1000_71001_barra_growth_botG -46.49 -232.72 80.85 -350.65 -351.02 54.65 335.05 301.92 221.73
2 multin_zz1000_71001_barra_momentum_botG -72.28 -258.51 55.05 -376.44 -376.81 28.86 309.26 276.12 195.93
3 multin_zz1000_71001_barra_nonlinearsize_botG -96.79 -283.02 30.54 -400.95 -401.32 4.35 284.75 251.61 171.43
4 multin_zz1000_71001_barra_size_botG -96.79 -283.02 30.54 -400.95 -401.32 4.35 284.75 251.61 171.43
5 multin_zz1000_71001_barra_leverage_botG -99.73 -285.96 27.60 -403.90 -404.26 1.41 281.81 248.67 168.48
6 multin_zz1000_71001_barra_earningsyield_botG -179.65 -365.88 -52.32 -483.81 -484.18 -78.51 201.89 168.75 88.57
7 multin_zz1000_71001_barra_btop_botG -185.03 -371.26 -57.70 -489.19 -489.56 -83.89 196.51 163.37 83.18
8 multin_zz1000_71001_barra_beta_topG -267.40 -453.63 -140.07 -571.56 -571.93 -166.26 114.14 81.00 0.82
9 multin_zz1000_71001_barra_liquidity_topG -305.28 -491.51 -177.95 -609.44 -609.81 -204.14 76.26 43.12 -37.07