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_20241204_151521
0 multin_zz1000_71001_barra_leverage_botG 25.63 -40.39 14.94 -69.41 -130.30 9.13 151.55 142.40 174.45
1 multin_zz1000_71001_barra_growth_botG 17.76 -48.25 7.07 -77.28 -138.17 1.27 143.68 134.54 166.58
2 multin_zz1000_71001_barra_size_botG 9.31 -56.71 -1.38 -85.73 -146.62 -7.19 135.23 126.08 158.13
3 multin_zz1000_71001_barra_nonlinearsize_botG 9.31 -56.71 -1.38 -85.73 -146.62 -7.19 135.23 126.08 158.13
4 multin_zz1000_71001_barra_residualvolatility_botG 4.50 -61.52 -6.19 -90.54 -151.43 -12.00 130.42 121.27 153.32
5 multin_zz1000_71001_barra_liquidity_topG 0.19 -65.83 -10.50 -94.85 -155.74 -16.31 126.11 116.96 149.01
6 multin_zz1000_71001_barra_earningsyield_botG -7.95 -73.97 -18.64 -103.00 -163.89 -24.45 117.97 108.82 140.86
7 multin_zz1000_71001_barra_momentum_botG -8.81 -74.82 -19.49 -103.85 -164.74 -25.30 117.12 107.97 140.01
8 multin_zz1000_71001_barra_btop_botG -15.52 -81.54 -26.21 -110.56 -171.45 -32.02 110.40 101.25 133.30
9 multin_zz1000_71001_barra_beta_topG -26.13 -92.15 -36.82 -121.17 -182.06 -42.63 99.79 90.64 122.69