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_20250604_151522
0 multin_zz1000_71001_barra_momentum_botG 45.16 57.50 135.19 90.71 135.19 22.38 -57.53 -29.11 -75.45
1 multin_zz1000_71001_barra_nonlinearsize_botG 23.68 36.02 113.71 69.23 113.71 0.90 -79.01 -50.58 -96.93
2 multin_zz1000_71001_barra_size_botG 23.68 36.02 113.71 69.23 113.71 0.90 -79.01 -50.58 -96.93
3 multin_zz1000_71001_barra_growth_botG 17.53 29.88 107.57 63.09 107.57 -5.24 -85.16 -56.73 -103.08
4 multin_zz1000_71001_barra_liquidity_topG 15.21 27.55 105.24 60.76 105.24 -7.57 -87.48 -59.06 -105.40
5 multin_zz1000_71001_barra_btop_botG 13.55 25.90 103.59 59.11 103.59 -9.22 -89.14 -60.71 -107.06
6 multin_zz1000_71001_barra_beta_topG 12.39 24.74 102.43 57.95 102.43 -10.38 -90.29 -61.87 -108.21
7 multin_zz1000_71001_barra_residualvolatility_botG 2.09 14.43 92.12 47.64 92.12 -20.69 -100.60 -72.18 -118.52
8 multin_zz1000_71001_barra_leverage_botG 1.11 13.45 91.14 46.66 91.14 -21.67 -101.58 -73.16 -119.50
9 multin_zz1000_71001_barra_earningsyield_botG -3.92 8.42 86.11 41.63 86.11 -26.70 -106.61 -78.19 -124.53