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_20241118_151538
0 multin_zz1000_71001_barra_residualvolatility_botG 143.28 49.16 194.51 -60.08 -106.29 216.09 454.17 382.74 426.04
1 multin_zz1000_71001_barra_growth_botG 59.18 -34.95 110.41 -144.18 -190.39 131.98 370.06 298.63 341.94
2 multin_zz1000_71001_barra_momentum_botG 2.47 -91.66 53.70 -200.89 -247.10 75.27 313.35 241.92 285.23
3 multin_zz1000_71001_barra_nonlinearsize_botG -66.80 -160.93 -15.58 -270.17 -316.38 6.00 244.08 172.65 215.95
4 multin_zz1000_71001_barra_size_botG -66.81 -160.94 -15.58 -270.17 -316.38 6.00 244.08 172.65 215.95
5 multin_zz1000_71001_barra_leverage_botG -71.72 -165.85 -20.49 -275.08 -321.29 1.08 239.16 167.74 211.04
6 multin_zz1000_71001_barra_earningsyield_botG -107.71 -201.84 -56.48 -311.07 -357.28 -34.90 203.18 131.75 175.05
7 multin_zz1000_71001_barra_btop_botG -219.99 -314.12 -168.76 -423.35 -469.56 -147.18 90.90 19.47 62.77
8 multin_zz1000_71001_barra_beta_topG -228.17 -322.30 -176.94 -431.53 -477.74 -155.36 82.72 11.29 54.59
9 multin_zz1000_71001_barra_liquidity_topG -242.04 -336.17 -190.81 -445.40 -491.61 -169.24 68.84 -2.58 40.72