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_20241217_151558
0 multin_zz1000_71001_barra_residualvolatility_botG -80.22 -188.38 151.43 -323.06 -294.63 218.38 642.78 701.66 706.75
1 multin_zz1000_71001_barra_momentum_botG -147.99 -256.15 83.66 -390.83 -362.41 150.60 575.00 633.88 638.98
2 multin_zz1000_71001_barra_leverage_botG -162.60 -270.76 69.05 -405.44 -377.01 136.00 560.40 619.28 624.37
3 multin_zz1000_71001_barra_btop_botG -165.49 -273.65 66.16 -408.33 -379.90 133.11 557.50 616.39 621.48
4 multin_zz1000_71001_barra_beta_topG -171.02 -279.18 60.63 -413.86 -385.44 127.57 551.97 610.85 615.95
5 multin_zz1000_71001_barra_earningsyield_botG -183.95 -292.11 47.70 -426.79 -398.36 114.65 539.04 597.93 603.02
6 multin_zz1000_71001_barra_growth_botG -204.01 -312.17 27.64 -446.85 -418.42 94.59 518.99 577.87 582.96
7 multin_zz1000_71001_barra_liquidity_topG -234.21 -342.37 -2.56 -477.05 -448.62 64.39 488.79 547.67 552.76
8 multin_zz1000_71001_barra_nonlinearsize_botG -351.11 -459.27 -119.46 -593.95 -565.52 -52.51 371.88 430.77 435.86
9 multin_zz1000_71001_barra_size_botG -351.11 -459.27 -119.46 -593.95 -565.52 -52.51 371.88 430.76 435.86