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_20250213_151521
0 multin_zz1000_71001_barra_growth_botG 74.67 31.36 68.93 -3.27 -38.24 92.21 273.08 245.20 258.07
1 multin_zz1000_71001_barra_momentum_botG 54.16 10.85 48.42 -23.78 -58.75 71.70 252.57 224.70 237.57
2 multin_zz1000_71001_barra_earningsyield_botG 17.01 -26.31 11.27 -60.93 -95.90 34.55 215.42 187.54 200.41
3 multin_zz1000_71001_barra_residualvolatility_botG 16.24 -27.07 10.50 -61.70 -96.67 33.78 214.65 186.77 199.64
4 multin_zz1000_71001_barra_nonlinearsize_botG -7.62 -50.94 -13.36 -85.57 -120.53 9.91 190.78 162.91 175.78
5 multin_zz1000_71001_barra_size_botG -7.62 -50.94 -13.36 -85.57 -120.53 9.91 190.78 162.91 175.78
6 multin_zz1000_71001_barra_liquidity_topG -17.37 -60.68 -23.11 -95.31 -130.28 0.17 181.04 153.17 166.04
7 multin_zz1000_71001_barra_beta_topG -20.84 -64.15 -26.58 -98.78 -133.75 -3.30 177.57 149.69 162.56
8 multin_zz1000_71001_barra_leverage_botG -37.72 -81.03 -43.46 -115.66 -150.63 -20.18 160.69 132.81 145.68
9 multin_zz1000_71001_barra_btop_botG -55.96 -99.28 -61.70 -133.91 -168.87 -38.43 142.44 114.57 127.44