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_20250318_151627
0 multin_zz1000_71001_barra_nonlinearsize_botG 46.40 38.87 81.92 50.57 81.92 9.29 -174.56 -288.02 -367.17
1 multin_zz1000_71001_barra_size_botG 46.40 38.87 81.92 50.57 81.92 9.29 -174.56 -288.02 -367.17
2 multin_zz1000_71001_barra_leverage_botG 23.05 15.52 58.57 27.22 58.57 -14.05 -197.91 -311.36 -390.52
3 multin_zz1000_71001_barra_liquidity_topG 18.99 11.46 54.51 23.16 54.51 -18.11 -201.97 -315.42 -394.58
4 multin_zz1000_71001_barra_residualvolatility_botG 13.96 6.42 49.47 18.13 49.47 -23.15 -207.01 -320.46 -399.62
5 multin_zz1000_71001_barra_growth_botG 11.04 3.50 46.55 15.20 46.55 -26.07 -209.93 -323.38 -402.54
6 multin_zz1000_71001_barra_momentum_botG 5.57 -1.96 41.09 9.74 41.09 -31.53 -215.39 -328.85 -408.00
7 multin_zz1000_71001_barra_btop_botG -0.05 -7.58 35.47 4.12 35.47 -37.16 -221.01 -334.47 -413.62
8 multin_zz1000_71001_barra_earningsyield_botG -1.94 -9.47 33.58 2.23 33.58 -39.05 -222.90 -336.36 -415.51
9 multin_zz1000_71001_barra_beta_topG -6.14 -13.67 29.37 -1.97 29.37 -43.25 -227.11 -340.56 -419.71