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_20250114_151526
0 multin_zz1000_71001_barra_liquidity_topG 228.01 323.22 144.86 411.90 675.11 175.71 -378.14 -364.06 -413.76
1 multin_zz1000_71001_barra_beta_topG 161.99 257.20 78.84 345.88 609.09 109.68 -444.16 -430.08 -479.78
2 multin_zz1000_71001_barra_btop_botG 97.77 192.98 14.62 281.66 544.87 45.46 -508.38 -494.30 -544.01
3 multin_zz1000_71001_barra_nonlinearsize_botG 70.80 166.00 -12.36 254.68 517.89 18.49 -535.36 -521.27 -570.98
4 multin_zz1000_71001_barra_size_botG 70.80 166.00 -12.36 254.68 517.89 18.49 -535.36 -521.27 -570.98
5 multin_zz1000_71001_barra_earningsyield_botG 65.23 160.43 -17.93 249.11 512.32 12.92 -540.93 -526.84 -576.55
6 multin_zz1000_71001_barra_leverage_botG 24.82 120.03 -58.33 208.71 471.92 -27.48 -581.33 -567.25 -616.95
7 multin_zz1000_71001_barra_growth_botG -1.09 94.11 -84.25 182.79 446.00 -53.40 -607.25 -593.16 -642.87
8 multin_zz1000_71001_barra_momentum_botG -81.66 13.54 -164.82 102.23 365.43 -133.97 -687.82 -673.73 -723.44
9 multin_zz1000_71001_barra_residualvolatility_botG -105.82 -10.61 -188.97 78.07 341.28 -158.12 -711.97 -697.89 -747.59