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_20250307_151508
0 multin_zz1000_71001_barra_residualvolatility_botG 45.86 58.24 3.53 31.38 3.53 29.50 -96.20 -97.69 -65.88
1 multin_zz1000_71001_barra_nonlinearsize_botG 35.44 47.82 -6.88 20.97 -6.88 19.08 -106.62 -108.11 -76.29
2 multin_zz1000_71001_barra_size_botG 35.44 47.82 -6.88 20.97 -6.88 19.08 -106.62 -108.11 -76.29
3 multin_zz1000_71001_barra_growth_botG -22.31 -9.93 -64.64 -36.78 -64.64 -38.67 -164.37 -165.86 -134.04
4 multin_zz1000_71001_barra_beta_topG -25.30 -12.92 -67.62 -39.77 -67.62 -41.65 -167.36 -168.85 -137.03
5 multin_zz1000_71001_barra_momentum_botG -28.93 -16.55 -71.26 -43.41 -71.26 -45.29 -171.00 -172.48 -140.67
6 multin_zz1000_71001_barra_earningsyield_botG -32.41 -20.03 -74.73 -46.88 -74.73 -48.76 -174.47 -175.96 -144.14
7 multin_zz1000_71001_barra_leverage_botG -35.91 -23.54 -78.24 -50.39 -78.24 -52.27 -177.98 -179.47 -147.65
8 multin_zz1000_71001_barra_btop_botG -46.23 -33.85 -88.56 -60.70 -88.56 -62.59 -188.29 -189.78 -157.96
9 multin_zz1000_71001_barra_liquidity_topG -75.93 -63.55 -118.26 -90.40 -118.26 -92.29 -217.99 -219.48 -187.66