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_20250110_151541
0 multin_zz1000_71001_barra_residualvolatility_botG 24.77 -39.79 106.34 -78.04 -192.74 122.23 373.57 349.67 387.27
1 multin_zz1000_71001_barra_btop_botG -38.90 -103.46 42.67 -141.72 -256.42 58.56 309.89 285.99 323.59
2 multin_zz1000_71001_barra_earningsyield_botG -49.23 -113.79 32.34 -152.05 -266.75 48.23 299.56 275.67 313.26
3 multin_zz1000_71001_barra_momentum_botG -53.68 -118.24 27.89 -156.49 -271.19 43.79 295.12 271.22 308.82
4 multin_zz1000_71001_barra_leverage_botG -58.06 -122.62 23.51 -160.88 -275.58 39.40 290.73 266.83 304.43
5 multin_zz1000_71001_barra_growth_botG -74.33 -138.89 7.24 -177.15 -291.85 23.13 274.46 250.56 288.16
6 multin_zz1000_71001_barra_beta_topG -86.34 -150.90 -4.77 -189.15 -303.85 11.12 262.45 238.56 276.15
7 multin_zz1000_71001_barra_nonlinearsize_botG -96.06 -160.62 -14.49 -198.88 -313.58 1.40 252.73 228.83 266.43
8 multin_zz1000_71001_barra_size_botG -96.06 -160.62 -14.49 -198.88 -313.58 1.40 252.73 228.83 266.43
9 multin_zz1000_71001_barra_liquidity_topG -149.81 -214.37 -68.24 -252.62 -367.32 -52.35 198.98 175.09 212.68