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_20250417_172118
0 multin_zz1000_71001_barra_nonlinearsize_botG 127.03 151.22 178.28 202.37 178.28 20.28 -223.90 -231.19 -218.61
1 multin_zz1000_71001_barra_size_botG 127.03 151.22 178.28 202.37 178.28 20.28 -223.90 -231.19 -218.61
2 multin_zz1000_71001_barra_leverage_botG 69.15 93.35 120.41 144.49 120.41 -37.59 -281.78 -289.06 -276.48
3 multin_zz1000_71001_barra_beta_topG 69.08 93.28 120.34 144.43 120.34 -37.66 -281.84 -289.13 -276.55
4 multin_zz1000_71001_barra_growth_botG 67.97 92.16 119.22 143.31 119.22 -38.78 -282.96 -290.25 -277.67
5 multin_zz1000_71001_barra_earningsyield_botG 59.72 83.92 110.97 135.06 110.97 -47.02 -291.21 -298.50 -285.92
6 multin_zz1000_71001_barra_residualvolatility_botG 57.55 81.75 108.80 132.89 108.81 -49.19 -293.38 -300.66 -288.09
7 multin_zz1000_71001_barra_btop_botG 38.21 62.41 89.47 113.55 89.47 -68.53 -312.72 -320.00 -307.43
8 multin_zz1000_71001_barra_momentum_botG 32.72 56.92 83.97 108.06 83.97 -74.03 -318.21 -325.50 -312.92
9 multin_zz1000_71001_barra_liquidity_topG 20.47 44.67 71.72 95.81 71.72 -86.28 -330.46 -337.75 -325.17