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_20250228_153041
0 multin_zz1000_71001_barra_nonlinearsize_botG 97.46 26.13 159.34 -62.26 -258.27 62.64 337.90 294.48 256.88
1 multin_zz1000_71001_barra_size_botG 97.46 26.13 159.34 -62.26 -258.27 62.64 337.90 294.48 256.88
2 multin_zz1000_71001_barra_residualvolatility_botG 76.80 5.47 138.68 -82.93 -278.93 41.98 317.24 273.82 236.22
3 multin_zz1000_71001_barra_momentum_botG 55.50 -15.83 117.38 -104.23 -300.23 20.67 295.93 252.52 214.92
4 multin_zz1000_71001_barra_growth_botG 48.40 -22.93 110.28 -111.32 -307.33 13.58 288.84 245.43 207.82
5 multin_zz1000_71001_barra_leverage_botG -31.57 -102.90 30.31 -191.29 -387.30 -66.39 208.87 165.46 127.85
6 multin_zz1000_71001_barra_earningsyield_botG -68.75 -140.08 -6.87 -228.47 -424.48 -103.57 171.69 128.28 90.67
7 multin_zz1000_71001_barra_btop_botG -149.98 -221.31 -88.10 -309.71 -505.71 -184.80 90.46 47.04 9.44
8 multin_zz1000_71001_barra_liquidity_topG -216.76 -288.09 -154.88 -376.49 -572.49 -251.59 23.67 -19.74 -57.34
9 multin_zz1000_71001_barra_beta_topG -233.14 -304.47 -171.26 -392.87 -588.87 -267.96 7.30 -36.12 -73.72