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_20250522_151535
0 multin_zz1000_71001_barra_earningsyield_botG -4.78 -17.39 -110.50 -97.61 -110.50 64.49 476.14 365.73 373.51
1 multin_zz1000_71001_barra_leverage_botG -21.20 -33.81 -126.92 -114.03 -126.92 48.08 459.73 349.31 357.10
2 multin_zz1000_71001_barra_residualvolatility_botG -23.19 -35.81 -128.91 -116.02 -128.91 46.08 457.73 347.32 355.10
3 multin_zz1000_71001_barra_momentum_botG -24.50 -37.11 -130.22 -117.33 -130.22 44.77 456.42 346.01 353.79
4 multin_zz1000_71001_barra_growth_botG -40.01 -52.63 -145.73 -132.84 -145.73 29.26 440.91 330.49 338.28
5 multin_zz1000_71001_barra_liquidity_topG -43.41 -56.03 -149.14 -136.24 -149.13 25.86 437.51 327.09 334.88
6 multin_zz1000_71001_barra_btop_botG -51.95 -64.56 -157.67 -144.78 -157.67 17.32 428.98 318.56 326.35
7 multin_zz1000_71001_barra_beta_topG -121.45 -134.06 -227.17 -214.28 -227.17 -52.18 359.47 249.06 256.84
8 multin_zz1000_71001_barra_nonlinearsize_botG -127.37 -139.99 -233.10 -220.20 -233.09 -58.10 353.55 243.13 250.92
9 multin_zz1000_71001_barra_size_botG -127.38 -139.99 -233.10 -220.20 -233.09 -58.10 353.55 243.13 250.92