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_20250106_151516
0 multin_zz1000_71001_barra_residualvolatility_botG 109.71 84.24 169.65 97.31 83.56 136.98 80.31 78.89 44.48
1 multin_zz1000_71001_barra_momentum_botG 21.25 -4.22 81.20 8.85 -4.90 48.52 -8.15 -9.57 -43.98
2 multin_zz1000_71001_barra_size_botG -25.44 -50.91 34.51 -37.84 -51.59 1.83 -54.84 -56.26 -90.67
3 multin_zz1000_71001_barra_nonlinearsize_botG -25.44 -50.91 34.51 -37.84 -51.59 1.83 -54.84 -56.26 -90.67
4 multin_zz1000_71001_barra_leverage_botG -38.86 -64.33 21.08 -51.27 -65.01 -11.60 -68.26 -69.68 -104.10
5 multin_zz1000_71001_barra_growth_botG -80.11 -105.58 -20.17 -92.52 -106.26 -52.85 -109.51 -110.93 -145.35
6 multin_zz1000_71001_barra_beta_topG -101.22 -126.69 -41.27 -113.62 -127.37 -73.95 -130.62 -132.04 -166.45
7 multin_zz1000_71001_barra_earningsyield_botG -112.65 -138.13 -52.71 -125.06 -138.81 -85.39 -142.06 -143.48 -177.89
8 multin_zz1000_71001_barra_btop_botG -136.36 -161.83 -76.42 -148.77 -162.51 -109.10 -165.77 -167.18 -201.60
9 multin_zz1000_71001_barra_liquidity_topG -179.43 -204.90 -119.49 -191.84 -205.58 -152.17 -208.83 -210.25 -244.67