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_20241230_151559
0 multin_zz1000_71001_barra_residualvolatility_botG -16.68 -57.76 57.06 -105.50 -59.63 103.41 244.36 209.38 238.67
1 multin_zz1000_71001_barra_leverage_botG -40.48 -81.56 33.26 -129.30 -83.43 79.61 220.56 185.58 214.87
2 multin_zz1000_71001_barra_beta_topG -49.94 -91.02 23.80 -138.76 -92.89 70.15 211.10 176.12 205.40
3 multin_zz1000_71001_barra_btop_botG -55.47 -96.55 18.27 -144.29 -98.41 64.62 205.57 170.59 199.88
4 multin_zz1000_71001_barra_momentum_botG -65.41 -106.49 8.33 -154.23 -108.36 54.68 195.63 160.65 189.94
5 multin_zz1000_71001_barra_growth_botG -73.84 -114.92 -0.10 -162.66 -116.78 46.25 187.20 152.22 181.51
6 multin_zz1000_71001_barra_earningsyield_botG -81.20 -122.28 -7.46 -170.02 -124.15 38.89 179.84 144.86 174.15
7 multin_zz1000_71001_barra_liquidity_topG -98.82 -139.90 -25.08 -187.64 -141.76 21.27 162.22 127.24 156.53
8 multin_zz1000_71001_barra_nonlinearsize_botG -164.99 -206.07 -91.25 -253.81 -207.93 -44.90 96.05 61.07 90.36
9 multin_zz1000_71001_barra_size_botG -164.99 -206.07 -91.25 -253.81 -207.93 -44.90 96.05 61.07 90.36