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_20250117_151539
0 multin_zz1000_71001_barra_residualvolatility_botG -12.18 -21.05 66.98 21.61 57.47 63.41 67.84 71.63 99.45
1 multin_zz1000_71001_barra_btop_botG -32.13 -41.00 47.03 1.66 37.52 43.46 47.89 51.68 79.51
2 multin_zz1000_71001_barra_leverage_botG -36.34 -45.21 42.82 -2.55 33.31 39.25 43.68 47.47 75.30
3 multin_zz1000_71001_barra_momentum_botG -38.92 -47.79 40.24 -5.13 30.73 36.67 41.10 44.89 72.72
4 multin_zz1000_71001_barra_earningsyield_botG -58.46 -67.34 20.70 -24.67 11.19 17.13 21.56 25.34 53.17
5 multin_zz1000_71001_barra_beta_topG -66.14 -75.01 13.02 -32.35 3.51 9.45 13.88 17.67 45.50
6 multin_zz1000_71001_barra_growth_botG -97.44 -106.31 -18.28 -63.65 -27.79 -21.85 -17.42 -13.63 14.20
7 multin_zz1000_71001_barra_nonlinearsize_botG -101.73 -110.60 -22.57 -67.94 -32.08 -26.14 -21.71 -17.92 9.90
8 multin_zz1000_71001_barra_size_botG -101.73 -110.60 -22.57 -67.94 -32.08 -26.14 -21.71 -17.92 9.90
9 multin_zz1000_71001_barra_liquidity_topG -128.53 -137.40 -49.37 -94.74 -58.88 -52.94 -48.51 -44.72 -16.89