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_20240903_151505
0 multin_zz1000_71001_barra_momentum_botG 64.89 42.47 47.82 125.49 154.21 69.70 39.32 47.77 76.55
1 multin_zz1000_71001_barra_beta_topG 48.52 26.10 31.46 109.12 137.84 53.33 22.96 31.40 60.18
2 multin_zz1000_71001_barra_btop_botG 22.29 -0.13 5.22 82.88 111.60 27.10 -3.28 5.17 33.95
3 multin_zz1000_71001_barra_leverage_botG 10.42 -12.00 -6.65 71.02 99.74 15.23 -15.14 -6.70 22.08
4 multin_zz1000_71001_barra_earningsyield_botG 8.02 -14.41 -9.05 68.61 97.33 12.83 -17.55 -9.10 19.67
5 multin_zz1000_71001_barra_liquidity_topG 6.65 -15.78 -10.42 67.24 95.96 11.46 -18.92 -10.47 18.30
6 multin_zz1000_71001_barra_growth_botG -16.43 -38.86 -33.50 44.16 72.88 -11.62 -42.00 -33.55 -4.77
7 multin_zz1000_71001_barra_residualvolatility_botG -22.49 -44.91 -39.55 38.11 66.83 -17.68 -48.05 -39.61 -10.83
8 multin_zz1000_71001_barra_nonlinearsize_botG -27.48 -49.90 -44.55 33.11 61.83 -22.67 -53.05 -44.60 -15.82
9 multin_zz1000_71001_barra_size_botG -27.48 -49.90 -44.55 33.11 61.83 -22.67 -53.05 -44.60 -15.82