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_20241104_151513
0 multin_zz1000_71001_barra_beta_topG 83.85 122.58 84.70 147.02 284.08 46.06 -275.59 -264.40 -208.94
1 multin_zz1000_71001_barra_leverage_botG 40.94 79.67 41.79 104.11 241.17 3.15 -318.50 -307.31 -251.85
2 multin_zz1000_71001_barra_momentum_botG 21.33 60.07 22.18 84.51 221.57 -16.45 -338.10 -326.92 -271.45
3 multin_zz1000_71001_barra_residualvolatility_botG 20.46 59.20 21.31 83.64 220.69 -17.33 -338.97 -327.79 -272.32
4 multin_zz1000_71001_barra_liquidity_topG 3.02 41.76 3.87 66.20 203.25 -34.76 -356.41 -345.23 -289.76
5 multin_zz1000_71001_barra_btop_botG -1.46 37.28 -0.61 61.72 198.77 -39.24 -360.89 -349.71 -294.24
6 multin_zz1000_71001_barra_nonlinearsize_botG -6.85 31.89 -6.00 56.33 193.39 -44.63 -366.28 -355.10 -299.63
7 multin_zz1000_71001_barra_size_botG -6.85 31.89 -6.00 56.33 193.39 -44.63 -366.28 -355.10 -299.63
8 multin_zz1000_71001_barra_earningsyield_botG -10.37 28.36 -9.52 52.80 189.86 -48.16 -369.81 -358.62 -303.16
9 multin_zz1000_71001_barra_growth_botG -52.86 -14.12 -52.00 10.32 147.38 -90.64 -412.29 -401.10 -345.64