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_20250103_235234
0 multin_zz1000_71001_barra_residualvolatility_botG 69.71 -19.90 212.44 -118.69 -237.41 227.45 679.45 652.94 596.56
1 multin_zz1000_71001_barra_momentum_botG 26.64 -62.96 169.37 -161.76 -280.48 184.38 636.38 609.87 553.49
2 multin_zz1000_71001_barra_leverage_botG -79.94 -169.54 62.79 -268.34 -387.06 77.80 529.80 503.29 446.91
3 multin_zz1000_71001_barra_btop_botG -108.68 -198.29 34.05 -297.08 -415.80 49.06 501.06 474.55 418.17
4 multin_zz1000_71001_barra_growth_botG -110.42 -200.03 32.31 -298.82 -417.55 47.31 499.32 472.81 416.42
5 multin_zz1000_71001_barra_earningsyield_botG -133.32 -222.92 9.41 -321.72 -440.44 24.42 476.42 449.91 393.53
6 multin_zz1000_71001_barra_size_botG -176.23 -265.84 -33.50 -364.64 -483.36 -18.50 433.50 407.00 350.61
7 multin_zz1000_71001_barra_nonlinearsize_botG -176.23 -265.84 -33.50 -364.64 -483.36 -18.50 433.50 407.00 350.61
8 multin_zz1000_71001_barra_beta_topG -178.15 -267.75 -35.42 -366.55 -485.27 -20.41 431.59 405.08 348.70
9 multin_zz1000_71001_barra_liquidity_topG -237.84 -327.45 -95.11 -426.24 -544.96 -80.10 371.90 345.39 289.01