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_20250219_151536
0 multin_zz1000_71001_barra_liquidity_topG 128.65 191.30 75.43 298.38 369.27 137.20 -83.81 -74.63 -65.05
1 multin_zz1000_71001_barra_beta_topG 127.32 189.98 74.10 297.05 367.95 135.87 -85.14 -75.96 -66.37
2 multin_zz1000_71001_barra_btop_botG 80.83 143.49 27.61 250.56 321.46 89.38 -131.63 -122.45 -112.86
3 multin_zz1000_71001_barra_leverage_botG 26.42 89.07 -26.80 196.15 267.04 34.97 -186.05 -176.87 -167.28
4 multin_zz1000_71001_barra_earningsyield_botG 22.81 85.47 -30.41 192.54 263.44 31.36 -189.65 -180.47 -170.88
5 multin_zz1000_71001_barra_momentum_botG -36.53 26.12 -89.75 133.20 204.10 -27.98 -248.99 -239.81 -230.23
6 multin_zz1000_71001_barra_size_botG -39.37 23.28 -92.60 130.36 201.25 -30.83 -251.84 -242.66 -233.07
7 multin_zz1000_71001_barra_nonlinearsize_botG -39.37 23.28 -92.60 130.36 201.25 -30.83 -251.84 -242.66 -233.07
8 multin_zz1000_71001_barra_growth_botG -60.91 1.74 -114.14 108.81 179.71 -52.37 -273.38 -264.20 -254.61
9 multin_zz1000_71001_barra_residualvolatility_botG -61.16 1.49 -114.38 108.57 179.46 -52.61 -273.62 -264.44 -254.86