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_20250321_153242
0 multin_zz1000_71001_barra_momentum_botG 114.03 62.75 -85.84 66.77 -85.84 106.43 443.11 463.06 517.02
1 multin_zz1000_71001_barra_growth_botG 32.25 -19.03 -167.63 -15.01 -167.62 24.65 361.33 381.28 435.24
2 multin_zz1000_71001_barra_residualvolatility_botG 12.65 -38.63 -187.22 -34.61 -187.22 5.05 341.73 361.68 415.64
3 multin_zz1000_71001_barra_nonlinearsize_botG -5.34 -56.62 -205.21 -52.60 -205.21 -12.94 323.74 343.69 397.66
4 multin_zz1000_71001_barra_size_botG -5.34 -56.62 -205.21 -52.60 -205.21 -12.94 323.74 343.69 397.66
5 multin_zz1000_71001_barra_leverage_botG -23.49 -74.77 -223.36 -70.75 -223.36 -31.09 305.59 325.54 379.50
6 multin_zz1000_71001_barra_earningsyield_botG -63.80 -115.08 -263.67 -111.05 -263.67 -71.40 265.28 285.24 339.20
7 multin_zz1000_71001_barra_btop_botG -99.76 -151.04 -299.63 -147.01 -299.63 -107.36 229.33 249.28 303.24
8 multin_zz1000_71001_barra_liquidity_topG -124.66 -175.94 -324.53 -171.92 -324.53 -132.26 204.42 224.38 278.34
9 multin_zz1000_71001_barra_beta_topG -153.85 -205.13 -353.72 -201.10 -353.72 -161.45 175.23 195.19 249.15