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_20240918_151506
0 multin_zz1000_71001_barra_growth_botG -25.17 -81.87 9.23 -91.52 -55.52 62.70 220.89 219.70 275.78
1 multin_zz1000_71001_barra_residualvolatility_botG -31.28 -87.98 3.12 -97.63 -61.63 56.59 214.78 213.60 269.67
2 multin_zz1000_71001_barra_btop_botG -34.32 -91.03 0.08 -100.68 -64.68 53.54 211.73 210.55 266.62
3 multin_zz1000_71001_barra_earningsyield_botG -49.98 -106.69 -15.58 -116.34 -80.34 37.88 196.07 194.89 250.96
4 multin_zz1000_71001_barra_beta_topG -54.00 -110.70 -19.60 -120.35 -84.35 33.87 192.06 190.87 246.95
5 multin_zz1000_71001_barra_liquidity_topG -67.76 -124.46 -33.36 -134.11 -98.11 20.10 178.29 177.11 233.19
6 multin_zz1000_71001_barra_leverage_botG -69.66 -126.37 -35.26 -136.02 -100.02 18.20 176.39 175.21 231.28
7 multin_zz1000_71001_barra_momentum_botG -103.74 -160.44 -69.34 -170.09 -134.09 -15.87 142.32 141.13 197.21
8 multin_zz1000_71001_barra_nonlinearsize_botG -115.13 -171.83 -80.73 -181.48 -145.48 -27.26 130.93 129.75 185.82
9 multin_zz1000_71001_barra_size_botG -115.13 -171.83 -80.73 -181.48 -145.48 -27.26 130.93 129.75 185.82