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_20250428_151520
0 multin_zz1000_71001_barra_residualvolatility_botG -11.23 -65.80 -114.02 -106.11 -114.02 43.94 427.77 460.56 512.42
1 multin_zz1000_71001_barra_liquidity_topG -17.15 -71.73 -119.94 -112.03 -119.94 38.01 421.85 454.63 506.50
2 multin_zz1000_71001_barra_btop_botG -27.80 -82.38 -130.59 -122.68 -130.59 27.36 411.20 443.99 495.85
3 multin_zz1000_71001_barra_earningsyield_botG -35.05 -89.62 -137.84 -129.93 -137.84 20.12 403.95 436.74 488.61
4 multin_zz1000_71001_barra_leverage_botG -45.68 -100.26 -148.47 -140.56 -148.48 9.48 393.32 426.10 477.97
5 multin_zz1000_71001_barra_momentum_botG -46.93 -101.51 -149.73 -141.81 -149.73 8.23 392.06 424.85 476.72
6 multin_zz1000_71001_barra_growth_botG -62.82 -117.40 -165.61 -157.70 -165.61 -7.66 376.18 408.97 460.83
7 multin_zz1000_71001_barra_nonlinearsize_botG -82.69 -137.26 -185.48 -177.57 -185.48 -27.52 356.31 389.10 440.96
8 multin_zz1000_71001_barra_size_botG -82.69 -137.26 -185.48 -177.57 -185.48 -27.52 356.31 389.10 440.96
9 multin_zz1000_71001_barra_beta_topG -87.76 -142.34 -190.55 -182.64 -190.56 -32.60 351.24 384.02 435.89