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_20250430_151521
0 multin_zz1000_71001_barra_beta_topG 211.50 244.42 296.64 305.24 296.64 143.33 -237.69 -277.22 -244.44
1 multin_zz1000_71001_barra_size_botG 118.02 150.95 203.16 211.76 203.16 49.85 -331.17 -370.70 -337.92
2 multin_zz1000_71001_barra_nonlinearsize_botG 118.02 150.95 203.16 211.76 203.16 49.85 -331.17 -370.70 -337.92
3 multin_zz1000_71001_barra_earningsyield_botG 113.39 146.32 198.53 207.13 198.53 45.22 -335.80 -375.33 -342.55
4 multin_zz1000_71001_barra_btop_botG 100.12 133.04 185.26 193.85 185.26 31.95 -349.07 -388.61 -355.82
5 multin_zz1000_71001_barra_liquidity_topG 98.32 131.25 183.47 192.06 183.47 30.16 -350.86 -390.40 -357.61
6 multin_zz1000_71001_barra_growth_botG 54.85 87.78 139.99 148.59 139.99 -13.32 -394.34 -433.87 -401.08
7 multin_zz1000_71001_barra_leverage_botG 46.20 79.13 131.34 139.94 131.34 -21.97 -402.99 -442.52 -409.74
8 multin_zz1000_71001_barra_momentum_botG 14.81 47.74 99.96 108.55 99.95 -53.36 -434.37 -473.91 -441.12
9 multin_zz1000_71001_barra_residualvolatility_botG -1.80 31.12 83.34 91.94 83.34 -69.97 -450.99 -490.52 -457.74