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_20250127_151807
0 multin_zz1000_71001_barra_residualvolatility_botG 115.25 67.46 129.48 5.60 -27.83 59.04 38.03 25.17 27.65
1 multin_zz1000_71001_barra_nonlinearsize_botG 110.23 62.45 124.46 0.59 -32.84 54.03 33.01 20.16 22.64
2 multin_zz1000_71001_barra_size_botG 110.23 62.45 124.46 0.59 -32.84 54.03 33.01 20.16 22.64
3 multin_zz1000_71001_barra_growth_botG 67.39 19.61 81.62 -42.25 -75.69 11.18 -9.83 -22.69 -20.21
4 multin_zz1000_71001_barra_momentum_botG 55.73 7.95 69.96 -53.91 -87.34 -0.47 -21.49 -34.34 -31.86
5 multin_zz1000_71001_barra_leverage_botG 15.13 -32.65 29.36 -94.51 -127.95 -41.07 -62.09 -74.95 -72.47
6 multin_zz1000_71001_barra_earningsyield_botG -6.97 -54.75 7.26 -116.61 -150.04 -63.17 -84.19 -97.04 -94.56
7 multin_zz1000_71001_barra_btop_botG -68.88 -116.67 -54.65 -178.53 -211.96 -125.09 -146.10 -158.96 -156.48
8 multin_zz1000_71001_barra_beta_topG -118.52 -166.30 -104.29 -228.16 -261.59 -174.72 -195.74 -208.59 -206.11
9 multin_zz1000_71001_barra_liquidity_topG -172.60 -220.39 -158.38 -282.25 -315.68 -228.81 -249.82 -262.68 -260.20