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_20241021_151519
0 multin_zz1000_71001_barra_liquidity_topG 189.58 269.90 135.43 362.35 387.10 194.16 -3.07 76.72 59.95
1 multin_zz1000_71001_barra_beta_topG 181.68 262.00 127.53 354.45 379.20 186.27 -10.97 68.83 52.05
2 multin_zz1000_71001_barra_btop_botG 96.17 176.49 42.02 268.94 293.69 100.76 -96.48 -16.68 -33.46
3 multin_zz1000_71001_barra_earningsyield_botG 91.99 172.31 37.84 264.76 289.51 96.57 -100.67 -20.87 -37.64
4 multin_zz1000_71001_barra_momentum_botG 46.09 126.41 -8.06 218.86 243.61 50.68 -146.56 -66.76 -83.54
5 multin_zz1000_71001_barra_leverage_botG 23.56 103.87 -30.60 196.33 221.08 28.14 -169.10 -89.30 -106.08
6 multin_zz1000_71001_barra_size_botG -33.62 46.70 -87.77 139.15 163.90 -29.04 -226.28 -146.48 -163.25
7 multin_zz1000_71001_barra_nonlinearsize_botG -33.62 46.70 -87.77 139.15 163.90 -29.04 -226.28 -146.48 -163.25
8 multin_zz1000_71001_barra_growth_botG -50.31 30.00 -104.46 122.46 147.21 -45.73 -242.97 -163.17 -179.95
9 multin_zz1000_71001_barra_residualvolatility_botG -113.24 -32.92 -167.39 59.53 84.28 -108.65 -305.89 -226.09 -242.87