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_20250515_151521
0 multin_zz1000_71001_barra_nonlinearsize_botG 222.48 200.12 57.53 149.46 57.53 85.02 -155.99 -141.93 -275.20
1 multin_zz1000_71001_barra_size_botG 222.48 200.12 57.53 149.46 57.53 85.02 -155.99 -141.93 -275.20
2 multin_zz1000_71001_barra_leverage_botG 101.42 79.06 -63.52 28.41 -63.52 -36.03 -277.05 -262.99 -396.26
3 multin_zz1000_71001_barra_momentum_botG 83.98 61.62 -80.96 10.97 -80.96 -53.47 -294.49 -280.43 -413.69
4 multin_zz1000_71001_barra_residualvolatility_botG 82.93 60.57 -82.01 9.92 -82.01 -54.52 -295.54 -281.48 -414.74
5 multin_zz1000_71001_barra_growth_botG 82.65 60.29 -82.29 9.63 -82.29 -54.80 -295.82 -281.76 -415.03
6 multin_zz1000_71001_barra_btop_botG 23.96 1.60 -140.98 -49.05 -140.98 -113.49 -354.51 -340.45 -473.72
7 multin_zz1000_71001_barra_beta_topG 8.97 -13.39 -155.97 -64.04 -155.97 -128.48 -369.50 -355.43 -488.70
8 multin_zz1000_71001_barra_earningsyield_botG 8.41 -13.95 -156.53 -64.60 -156.53 -129.04 -370.06 -356.00 -489.26
9 multin_zz1000_71001_barra_liquidity_topG -9.74 -32.10 -174.69 -82.76 -174.69 -147.20 -388.21 -374.15 -507.42