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_20250613_225928
0 multin_zz1000_71001_barra_residualvolatility_botG -5.39 -48.84 -148.91 -71.81 -148.91 41.44 191.51 159.87 180.56
1 multin_zz1000_71001_barra_nonlinearsize_botG -20.56 -64.01 -164.08 -86.98 -164.08 26.27 176.34 144.70 165.39
2 multin_zz1000_71001_barra_size_botG -20.56 -64.01 -164.08 -86.98 -164.08 26.27 176.34 144.70 165.39
3 multin_zz1000_71001_barra_btop_botG -30.68 -74.13 -174.20 -97.10 -174.20 16.15 166.22 134.58 155.27
4 multin_zz1000_71001_barra_leverage_botG -32.20 -75.65 -175.72 -98.62 -175.72 14.63 164.70 133.06 153.75
5 multin_zz1000_71001_barra_earningsyield_botG -33.94 -77.39 -177.45 -100.36 -177.45 12.89 162.96 131.32 152.02
6 multin_zz1000_71001_barra_momentum_botG -47.48 -90.93 -191.00 -113.90 -191.00 -0.65 149.42 117.78 138.47
7 multin_zz1000_71001_barra_growth_botG -57.68 -101.13 -201.20 -124.10 -201.20 -10.85 139.21 107.57 128.27
8 multin_zz1000_71001_barra_beta_topG -62.47 -105.92 -205.98 -128.88 -205.98 -15.64 134.43 102.79 123.49
9 multin_zz1000_71001_barra_liquidity_topG -73.34 -116.78 -216.85 -139.75 -216.85 -26.51 123.56 91.92 112.62