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_20250331_151527
0 multin_zz1000_71001_barra_liquidity_topG -10.28 18.37 -78.58 -12.09 -78.58 46.36 387.42 436.27 417.82
1 multin_zz1000_71001_barra_btop_botG -32.09 -3.43 -100.38 -33.89 -100.38 24.55 365.61 414.46 396.01
2 multin_zz1000_71001_barra_leverage_botG -38.48 -9.83 -106.78 -40.29 -106.78 18.16 359.22 408.07 389.62
3 multin_zz1000_71001_barra_earningsyield_botG -52.00 -23.35 -120.30 -53.81 -120.30 4.64 345.70 394.55 376.10
4 multin_zz1000_71001_barra_beta_topG -63.22 -34.57 -131.52 -65.03 -131.52 -6.59 334.48 383.33 364.87
5 multin_zz1000_71001_barra_growth_botG -72.37 -43.72 -140.67 -74.18 -140.67 -15.74 325.33 374.18 355.72
6 multin_zz1000_71001_barra_momentum_botG -109.66 -81.01 -177.96 -111.47 -177.96 -53.02 288.04 336.89 318.44
7 multin_zz1000_71001_barra_residualvolatility_botG -112.20 -83.55 -180.50 -114.01 -180.50 -55.56 285.50 334.35 315.89
8 multin_zz1000_71001_barra_nonlinearsize_botG -118.96 -90.31 -187.26 -120.76 -187.25 -62.32 278.74 327.59 309.14
9 multin_zz1000_71001_barra_size_botG -118.96 -90.31 -187.26 -120.76 -187.25 -62.32 278.74 327.59 309.14