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_20250424_151539
0 multin_zz1000_71001_barra_momentum_botG 59.92 5.28 -45.20 -38.10 -45.20 69.00 408.64 433.27 472.32
1 multin_zz1000_71001_barra_residualvolatility_botG 32.46 -22.18 -72.66 -65.55 -72.66 41.55 381.18 405.81 444.87
2 multin_zz1000_71001_barra_leverage_botG 17.40 -37.25 -87.73 -80.62 -87.72 26.48 366.11 390.75 429.80
3 multin_zz1000_71001_barra_growth_botG -3.04 -57.68 -108.16 -101.05 -108.16 6.04 345.68 370.31 409.37
4 multin_zz1000_71001_barra_earningsyield_botG -32.68 -87.32 -137.80 -130.69 -137.80 -23.59 316.04 340.67 379.73
5 multin_zz1000_71001_barra_nonlinearsize_botG -39.93 -94.58 -145.06 -137.95 -145.06 -30.85 308.78 333.41 372.47
6 multin_zz1000_71001_barra_size_botG -39.93 -94.58 -145.06 -137.95 -145.05 -30.85 308.78 333.42 372.47
7 multin_zz1000_71001_barra_btop_botG -68.05 -122.69 -173.17 -166.07 -173.17 -58.97 280.67 305.30 344.36
8 multin_zz1000_71001_barra_liquidity_topG -112.19 -166.83 -217.31 -210.20 -217.31 -103.10 236.53 261.16 300.22
9 multin_zz1000_71001_barra_beta_topG -162.02 -216.66 -267.14 -260.03 -267.14 -152.93 186.70 211.33 250.39