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_20250620_151727
0 multin_zz1000_71001_barra_residualvolatility_botG 55.04 39.80 -24.96 -31.84 -24.96 41.71 130.22 123.62 169.57
1 multin_zz1000_71001_barra_momentum_botG 52.66 37.42 -27.34 -34.23 -27.34 39.33 127.84 121.24 167.19
2 multin_zz1000_71001_barra_size_botG 23.78 8.54 -56.22 -63.11 -56.22 10.45 98.96 92.36 138.31
3 multin_zz1000_71001_barra_nonlinearsize_botG 23.78 8.54 -56.22 -63.11 -56.22 10.45 98.96 92.36 138.31
4 multin_zz1000_71001_barra_growth_botG 4.88 -10.36 -75.12 -82.01 -75.12 -8.45 80.06 73.46 119.40
5 multin_zz1000_71001_barra_leverage_botG -4.96 -20.20 -84.97 -91.85 -84.96 -18.29 70.21 63.62 109.56
6 multin_zz1000_71001_barra_earningsyield_botG -53.49 -68.73 -133.49 -140.38 -133.49 -66.82 21.69 15.09 61.03
7 multin_zz1000_71001_barra_btop_botG -64.04 -79.28 -144.04 -150.93 -144.04 -77.37 11.14 4.54 50.48
8 multin_zz1000_71001_barra_liquidity_topG -67.10 -82.34 -147.11 -153.99 -147.11 -80.44 8.07 1.48 47.42
9 multin_zz1000_71001_barra_beta_topG -88.68 -103.92 -168.69 -175.57 -168.69 -102.02 -13.51 -20.10 25.84