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_20250422_151526
0 multin_zz1000_71001_barra_momentum_botG 40.27 66.37 36.72 34.99 36.72 24.83 42.09 40.34 -69.24
1 multin_zz1000_71001_barra_residualvolatility_botG 39.55 65.65 36.00 34.27 36.00 24.11 41.37 39.63 -69.95
2 multin_zz1000_71001_barra_size_botG 18.11 44.20 14.56 12.83 14.56 2.67 19.93 18.18 -91.40
3 multin_zz1000_71001_barra_nonlinearsize_botG 18.11 44.20 14.56 12.83 14.56 2.67 19.93 18.18 -91.40
4 multin_zz1000_71001_barra_leverage_botG 4.54 30.64 0.99 -0.74 0.99 -10.90 6.36 4.61 -104.97
5 multin_zz1000_71001_barra_growth_botG 0.12 26.22 -3.42 -5.16 -3.42 -15.32 1.94 0.20 -109.38
6 multin_zz1000_71001_barra_earningsyield_botG -14.95 11.15 -18.50 -20.23 -18.49 -30.39 -13.13 -14.87 -124.45
7 multin_zz1000_71001_barra_btop_botG -77.25 -51.15 -80.79 -82.53 -80.79 -92.69 -75.43 -77.17 -186.75
8 multin_zz1000_71001_barra_beta_topG -83.35 -57.25 -86.90 -88.63 -86.90 -98.79 -81.53 -83.27 -192.85
9 multin_zz1000_71001_barra_liquidity_topG -85.02 -58.93 -88.57 -90.30 -88.57 -100.46 -83.20 -84.95 -194.53