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_20241225_151618
0 multin_zz1000_71001_barra_residualvolatility_botG -8.02 -27.07 112.14 -125.95 -122.74 150.40 368.85 453.23 437.22
1 multin_zz1000_71001_barra_momentum_botG -55.26 -74.31 64.91 -173.19 -169.98 103.16 321.61 405.99 389.98
2 multin_zz1000_71001_barra_leverage_botG -72.11 -91.16 48.06 -190.04 -186.83 86.31 304.76 389.14 373.13
3 multin_zz1000_71001_barra_earningsyield_botG -87.39 -106.44 32.77 -205.32 -202.11 71.03 289.48 373.86 357.85
4 multin_zz1000_71001_barra_growth_botG -95.83 -114.88 24.34 -213.76 -210.55 62.59 281.04 365.42 349.41
5 multin_zz1000_71001_barra_btop_botG -113.24 -132.29 6.93 -231.16 -227.96 45.19 263.64 348.02 332.00
6 multin_zz1000_71001_barra_beta_topG -120.15 -139.19 0.02 -238.07 -234.87 38.28 256.73 341.11 325.09
7 multin_zz1000_71001_barra_liquidity_topG -173.29 -192.34 -53.12 -291.22 -288.01 -14.87 203.58 287.96 271.95
8 multin_zz1000_71001_barra_nonlinearsize_botG -193.34 -212.39 -73.18 -311.27 -308.07 -34.92 183.53 267.91 251.90
9 multin_zz1000_71001_barra_size_botG -193.34 -212.39 -73.18 -311.27 -308.07 -34.92 183.53 267.91 251.90