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_20250218_151527
0 multin_zz1000_71001_barra_residualvolatility_botG 32.46 -9.20 88.30 -105.38 -192.81 50.34 242.08 188.48 156.32
1 multin_zz1000_71001_barra_momentum_botG 4.90 -36.75 60.74 -132.94 -220.36 22.78 214.53 160.93 128.77
2 multin_zz1000_71001_barra_size_botG -13.18 -54.83 42.66 -151.02 -238.44 4.71 196.45 142.85 110.69
3 multin_zz1000_71001_barra_nonlinearsize_botG -13.18 -54.83 42.66 -151.02 -238.44 4.71 196.45 142.85 110.69
4 multin_zz1000_71001_barra_growth_botG -52.17 -93.82 3.67 -190.01 -277.43 -34.28 157.46 103.86 71.70
5 multin_zz1000_71001_barra_leverage_botG -57.34 -99.00 -1.50 -195.18 -282.61 -39.46 152.28 98.68 66.52
6 multin_zz1000_71001_barra_earningsyield_botG -82.36 -124.02 -26.52 -220.20 -307.63 -64.48 127.26 73.66 41.50
7 multin_zz1000_71001_barra_btop_botG -85.23 -126.89 -29.39 -223.07 -310.50 -67.35 124.39 70.79 38.63
8 multin_zz1000_71001_barra_beta_topG -141.49 -183.15 -85.65 -279.33 -366.75 -123.61 68.13 14.53 -17.62
9 multin_zz1000_71001_barra_liquidity_topG -143.90 -185.56 -88.06 -281.74 -369.17 -126.02 65.72 12.12 -20.04