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_20241223_151718
0 multin_zz1000_71001_barra_residualvolatility_botG -37.53 -150.65 169.75 -334.17 -315.58 246.55 769.56 801.09 851.76
1 multin_zz1000_71001_barra_momentum_botG -99.81 -212.93 107.47 -396.45 -377.86 184.27 707.28 738.81 789.48
2 multin_zz1000_71001_barra_growth_botG -155.99 -269.11 51.29 -452.63 -434.04 128.09 651.10 682.63 733.30
3 multin_zz1000_71001_barra_leverage_botG -164.95 -278.07 42.34 -461.59 -443.00 119.13 642.15 673.67 724.35
4 multin_zz1000_71001_barra_earningsyield_botG -179.70 -292.82 27.59 -476.34 -457.75 104.38 627.40 658.92 709.60
5 multin_zz1000_71001_barra_btop_botG -194.46 -307.58 12.82 -491.10 -472.51 89.62 612.64 644.16 694.84
6 multin_zz1000_71001_barra_beta_topG -207.50 -320.62 -0.22 -504.14 -485.55 76.57 599.59 631.12 681.79
7 multin_zz1000_71001_barra_liquidity_topG -266.78 -379.90 -59.50 -563.42 -544.83 17.30 540.31 571.84 622.51
8 multin_zz1000_71001_barra_nonlinearsize_botG -365.67 -478.79 -158.39 -662.31 -643.73 -81.60 441.42 472.94 523.62
9 multin_zz1000_71001_barra_size_botG -365.67 -478.79 -158.39 -662.31 -643.73 -81.60 441.42 472.94 523.62