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_20250324_151742
0 multin_zz1000_71001_barra_residualvolatility_botG -2.21 -67.46 -70.43 -125.37 -70.43 156.74 137.64 81.07 -61.32
1 multin_zz1000_71001_barra_btop_botG -41.80 -107.04 -110.02 -164.96 -110.02 117.15 98.05 41.48 -100.91
2 multin_zz1000_71001_barra_beta_topG -50.60 -115.85 -118.82 -173.76 -118.82 108.35 89.25 32.68 -109.71
3 multin_zz1000_71001_barra_momentum_botG -82.31 -147.56 -150.53 -205.47 -150.53 76.63 57.54 0.97 -141.42
4 multin_zz1000_71001_barra_leverage_botG -88.29 -153.53 -156.51 -211.45 -156.51 70.66 51.56 -5.01 -147.40
5 multin_zz1000_71001_barra_growth_botG -121.01 -186.25 -189.23 -244.17 -189.23 37.94 18.84 -37.73 -180.12
6 multin_zz1000_71001_barra_earningsyield_botG -125.51 -190.76 -193.73 -248.68 -193.74 33.43 14.34 -42.23 -184.63
7 multin_zz1000_71001_barra_liquidity_topG -131.31 -196.56 -199.53 -254.47 -199.53 27.64 8.54 -48.03 -190.42
8 multin_zz1000_71001_barra_nonlinearsize_botG -157.29 -222.54 -225.51 -280.45 -225.51 1.65 -17.44 -74.01 -216.40
9 multin_zz1000_71001_barra_size_botG -157.29 -222.54 -225.51 -280.45 -225.51 1.65 -17.44 -74.01 -216.40