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_20250611_151528
0 multin_zz1000_71001_barra_beta_topG 55.65 32.79 99.85 18.31 99.85 17.21 -124.99 -174.95 -173.83
1 multin_zz1000_71001_barra_size_botG 50.29 27.43 94.49 12.95 94.49 11.85 -130.35 -180.31 -179.19
2 multin_zz1000_71001_barra_nonlinearsize_botG 50.29 27.43 94.49 12.95 94.49 11.85 -130.35 -180.31 -179.19
3 multin_zz1000_71001_barra_residualvolatility_botG 23.43 0.57 67.62 -13.91 67.63 -15.01 -157.22 -207.17 -206.05
4 multin_zz1000_71001_barra_leverage_botG 22.72 -0.14 66.92 -14.62 66.92 -15.72 -157.92 -207.88 -206.76
5 multin_zz1000_71001_barra_btop_botG 16.12 -6.74 60.32 -21.22 60.32 -22.32 -164.52 -214.48 -213.36
6 multin_zz1000_71001_barra_growth_botG 8.53 -14.33 52.73 -28.81 52.73 -29.91 -172.11 -222.06 -220.95
7 multin_zz1000_71001_barra_momentum_botG 6.60 -16.26 50.80 -30.74 50.80 -31.84 -174.04 -224.00 -222.88
8 multin_zz1000_71001_barra_liquidity_topG -6.00 -28.87 38.19 -43.35 38.19 -44.45 -186.65 -236.60 -235.48
9 multin_zz1000_71001_barra_earningsyield_botG -17.94 -40.80 26.26 -55.28 26.26 -56.38 -198.58 -248.54 -247.42