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_20250416_151609
0 multin_zz1000_71001_barra_leverage_botG -2.08 -52.53 -135.38 -158.62 -135.38 43.18 173.20 172.01 130.48
1 multin_zz1000_71001_barra_btop_botG -3.38 -53.83 -136.68 -159.93 -136.68 41.88 171.90 170.71 129.18
2 multin_zz1000_71001_barra_momentum_botG -10.01 -60.46 -143.31 -166.56 -143.31 35.25 165.27 164.08 122.55
3 multin_zz1000_71001_barra_residualvolatility_botG -13.27 -63.72 -146.57 -169.81 -146.57 31.99 162.01 160.82 119.29
4 multin_zz1000_71001_barra_earningsyield_botG -35.78 -86.23 -169.08 -192.32 -169.08 9.48 139.50 138.31 96.78
5 multin_zz1000_71001_barra_growth_botG -40.67 -91.12 -173.97 -197.21 -173.97 4.59 134.61 133.42 91.89
6 multin_zz1000_71001_barra_size_botG -54.42 -104.87 -187.72 -210.96 -187.72 -9.16 120.86 119.67 78.14
7 multin_zz1000_71001_barra_nonlinearsize_botG -54.42 -104.87 -187.72 -210.96 -187.72 -9.16 120.86 119.67 78.14
8 multin_zz1000_71001_barra_beta_topG -69.67 -120.12 -202.97 -226.22 -202.97 -24.41 105.61 104.42 62.89
9 multin_zz1000_71001_barra_liquidity_topG -74.58 -125.03 -207.88 -231.13 -207.88 -29.32 100.70 99.51 57.98