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_20241114_151510
0 multin_zz1000_71001_barra_residualvolatility_botG 35.71 16.03 39.56 -100.68 -274.14 35.32 332.38 383.35 360.21
1 multin_zz1000_71001_barra_growth_botG 28.38 8.70 32.23 -108.01 -281.47 27.99 325.05 376.02 352.88
2 multin_zz1000_71001_barra_nonlinearsize_botG 20.52 0.84 24.37 -115.87 -289.33 20.13 317.19 368.16 345.02
3 multin_zz1000_71001_barra_size_botG 20.52 0.84 24.37 -115.87 -289.33 20.13 317.19 368.16 345.02
4 multin_zz1000_71001_barra_btop_botG -9.22 -28.90 -5.37 -145.61 -319.08 -9.61 287.44 338.42 315.28
5 multin_zz1000_71001_barra_leverage_botG -11.30 -30.98 -7.45 -147.69 -321.15 -11.69 285.37 336.34 313.20
6 multin_zz1000_71001_barra_momentum_botG -16.45 -36.14 -12.60 -152.84 -326.31 -16.84 280.21 331.18 308.05
7 multin_zz1000_71001_barra_earningsyield_botG -45.82 -65.51 -41.97 -182.21 -355.68 -46.21 250.84 301.81 278.68
8 multin_zz1000_71001_barra_liquidity_topG -47.88 -67.57 -44.03 -184.27 -357.74 -48.27 248.78 299.76 276.62
9 multin_zz1000_71001_barra_beta_topG -94.55 -114.24 -90.70 -230.94 -404.41 -94.95 202.11 253.08 229.94