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_20241010_151509
0 multin_zz1000_71001_barra_nonlinearsize_botG 281.38 237.78 169.10 56.30 159.63 41.34 -121.03 -271.87 -136.80
1 multin_zz1000_71001_barra_size_botG 281.38 237.78 169.10 56.30 159.63 41.34 -121.03 -271.87 -136.80
2 multin_zz1000_71001_barra_growth_botG 166.93 123.33 54.65 -58.15 45.18 -73.11 -235.48 -386.32 -251.25
3 multin_zz1000_71001_barra_residualvolatility_botG 136.55 92.95 24.27 -88.53 14.80 -103.49 -265.86 -416.70 -281.63
4 multin_zz1000_71001_barra_leverage_botG 43.51 -0.08 -68.76 -181.57 -78.23 -196.53 -358.89 -509.73 -374.66
5 multin_zz1000_71001_barra_liquidity_topG 10.01 -33.58 -102.26 -215.06 -111.73 -230.03 -392.39 -543.23 -408.16
6 multin_zz1000_71001_barra_momentum_botG -23.08 -66.67 -135.35 -248.15 -144.82 -263.12 -425.48 -576.32 -441.25
7 multin_zz1000_71001_barra_earningsyield_botG -47.32 -90.92 -159.60 -272.40 -169.07 -287.36 -449.73 -600.57 -465.50
8 multin_zz1000_71001_barra_btop_botG -47.87 -91.47 -160.15 -272.95 -169.62 -287.91 -450.28 -601.12 -466.05
9 multin_zz1000_71001_barra_beta_topG -203.29 -246.89 -315.56 -428.37 -325.04 -443.33 -605.69 -756.53 -621.46