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_20241224_151539
0 multin_zz1000_71001_barra_residualvolatility_botG 9.71 -9.12 23.94 -3.52 122.60 67.79 -62.39 -43.83 -14.43
1 multin_zz1000_71001_barra_momentum_botG 2.72 -16.11 16.94 -10.51 115.61 60.80 -69.38 -50.82 -21.42
2 multin_zz1000_71001_barra_leverage_botG -0.52 -19.35 13.70 -13.75 112.37 57.56 -72.62 -54.06 -24.66
3 multin_zz1000_71001_barra_beta_topG -20.02 -38.85 -5.80 -33.25 92.87 38.06 -92.12 -73.56 -44.16
4 multin_zz1000_71001_barra_earningsyield_botG -51.64 -70.47 -37.42 -64.87 61.24 6.44 -123.74 -105.19 -75.78
5 multin_zz1000_71001_barra_growth_botG -57.09 -75.92 -42.86 -70.32 55.80 1.00 -129.19 -110.63 -81.23
6 multin_zz1000_71001_barra_liquidity_topG -58.51 -77.34 -44.28 -71.74 54.38 -0.42 -130.61 -112.05 -82.65
7 multin_zz1000_71001_barra_btop_botG -65.82 -84.65 -51.60 -79.05 47.06 -7.74 -137.92 -119.37 -89.96
8 multin_zz1000_71001_barra_nonlinearsize_botG -122.83 -141.66 -108.60 -136.06 -9.94 -64.75 -194.93 -176.37 -146.97
9 multin_zz1000_71001_barra_size_botG -122.83 -141.66 -108.60 -136.06 -9.94 -64.75 -194.93 -176.37 -146.97