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_20250328_151605
0 multin_zz1000_71001_barra_leverage_botG -40.60 -68.52 -132.79 -91.45 -132.79 68.18 551.55 674.35 666.23
1 multin_zz1000_71001_barra_momentum_botG -41.48 -69.39 -133.66 -92.32 -133.66 67.30 550.68 673.48 665.36
2 multin_zz1000_71001_barra_btop_botG -42.37 -70.28 -134.55 -93.21 -134.55 66.41 549.79 672.59 664.47
3 multin_zz1000_71001_barra_earningsyield_botG -52.52 -80.44 -144.71 -103.37 -144.71 56.25 539.63 662.43 654.31
4 multin_zz1000_71001_barra_residualvolatility_botG -57.59 -85.51 -149.77 -108.43 -149.77 51.19 534.56 657.36 649.24
5 multin_zz1000_71001_barra_growth_botG -59.66 -87.57 -151.84 -110.50 -151.84 49.12 532.50 655.30 647.18
6 multin_zz1000_71001_barra_liquidity_topG -76.04 -103.95 -168.22 -126.88 -168.22 32.74 516.12 638.92 630.80
7 multin_zz1000_71001_barra_beta_topG -78.11 -106.02 -170.29 -128.95 -170.29 30.67 514.05 636.84 628.73
8 multin_zz1000_71001_barra_nonlinearsize_botG -174.96 -202.87 -267.14 -225.80 -267.14 -66.18 417.20 540.00 531.88
9 multin_zz1000_71001_barra_size_botG -174.96 -202.87 -267.14 -225.80 -267.14 -66.18 417.20 540.00 531.88