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_20250407_151817
0 multin_zz1000_71001_barra_momentum_botG 41.35 -143.11 -1095.35 -439.54 -1095.35 368.89 2101.40 2061.09 2044.54
1 multin_zz1000_71001_barra_growth_botG -116.32 -300.78 -1253.02 -597.22 -1253.02 211.21 1943.73 1903.42 1886.87
2 multin_zz1000_71001_barra_residualvolatility_botG -235.09 -419.55 -1371.79 -715.98 -1371.79 92.45 1824.96 1784.65 1768.10
3 multin_zz1000_71001_barra_earningsyield_botG -251.89 -436.35 -1388.59 -732.78 -1388.59 75.65 1808.16 1767.85 1751.30
4 multin_zz1000_71001_barra_leverage_botG -270.15 -454.61 -1406.85 -751.04 -1406.85 57.39 1789.90 1749.59 1733.04
5 multin_zz1000_71001_barra_nonlinearsize_botG -290.37 -474.83 -1427.07 -771.27 -1427.07 37.16 1769.68 1729.37 1712.82
6 multin_zz1000_71001_barra_size_botG -290.37 -474.83 -1427.07 -771.27 -1427.07 37.16 1769.68 1729.37 1712.82
7 multin_zz1000_71001_barra_btop_botG -300.51 -484.97 -1437.21 -781.41 -1437.21 27.02 1759.53 1719.22 1702.68
8 multin_zz1000_71001_barra_liquidity_topG -347.99 -532.45 -1484.69 -828.89 -1484.69 -20.46 1712.06 1671.75 1655.20
9 multin_zz1000_71001_barra_beta_topG -697.48 -881.95 -1834.18 -1178.38 -1834.19 -369.95 1362.56 1322.25 1305.70