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_20250530_151547
0 multin_zz1000_71001_barra_residualvolatility_botG -6.60 -32.65 -106.96 -84.84 -106.96 55.33 246.07 235.41 253.96
1 multin_zz1000_71001_barra_momentum_botG -27.44 -53.49 -127.80 -105.68 -127.80 34.49 225.23 214.57 233.12
2 multin_zz1000_71001_barra_leverage_botG -30.99 -57.03 -131.34 -109.22 -131.34 30.95 221.69 211.03 229.57
3 multin_zz1000_71001_barra_growth_botG -36.86 -62.91 -137.22 -115.10 -137.22 25.07 215.81 205.15 223.69
4 multin_zz1000_71001_barra_earningsyield_botG -39.46 -65.50 -139.81 -117.69 -139.81 22.47 213.22 202.56 221.10
5 multin_zz1000_71001_barra_btop_botG -46.87 -72.92 -147.23 -125.11 -147.23 15.06 205.80 195.14 213.69
6 multin_zz1000_71001_barra_size_botG -48.67 -74.72 -149.02 -126.91 -149.02 13.26 204.01 193.34 211.89
7 multin_zz1000_71001_barra_nonlinearsize_botG -48.67 -74.72 -149.02 -126.91 -149.02 13.26 204.01 193.34 211.89
8 multin_zz1000_71001_barra_beta_topG -110.02 -136.06 -210.37 -188.25 -210.37 -48.09 142.66 132.00 150.54
9 multin_zz1000_71001_barra_liquidity_topG -145.71 -171.76 -246.06 -223.94 -246.06 -83.78 106.97 96.31 114.85