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_20241213_151536
0 multin_zz1000_71001_barra_nonlinearsize_botG 66.94 33.65 19.06 92.49 -139.60 16.90 164.17 55.96 -16.99
1 multin_zz1000_71001_barra_size_botG 66.94 33.65 19.06 92.49 -139.60 16.90 164.17 55.96 -16.99
2 multin_zz1000_71001_barra_btop_botG 53.55 20.26 5.67 79.10 -152.99 3.51 150.78 42.57 -30.38
3 multin_zz1000_71001_barra_liquidity_topG 51.01 17.72 3.13 76.56 -155.52 0.97 148.25 40.03 -32.91
4 multin_zz1000_71001_barra_leverage_botG 37.55 4.25 -10.34 63.10 -168.99 -12.49 134.78 26.57 -46.38
5 multin_zz1000_71001_barra_growth_botG 25.40 -7.90 -22.49 50.95 -181.14 -24.65 122.63 14.42 -58.53
6 multin_zz1000_71001_barra_earningsyield_botG 15.47 -17.82 -32.41 41.02 -191.06 -34.57 112.71 4.49 -68.45
7 multin_zz1000_71001_barra_momentum_botG 14.81 -18.49 -33.08 40.36 -191.73 -35.24 112.04 3.82 -69.12
8 multin_zz1000_71001_barra_residualvolatility_botG 10.05 -23.25 -37.84 35.60 -196.49 -39.99 107.28 -0.93 -73.88
9 multin_zz1000_71001_barra_beta_topG -9.45 -42.74 -57.33 16.10 -215.98 -59.49 87.78 -20.43 -93.37