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_20250624_151534
0 multin_zz1000_71001_barra_beta_topG 113.63 142.98 304.23 183.20 304.22 71.09 -266.84 -311.67 -201.00
1 multin_zz1000_71001_barra_size_botG 75.72 105.07 266.31 145.28 266.31 33.17 -304.76 -349.59 -238.92
2 multin_zz1000_71001_barra_nonlinearsize_botG 75.72 105.07 266.31 145.28 266.31 33.17 -304.76 -349.59 -238.92
3 multin_zz1000_71001_barra_residualvolatility_botG 44.67 74.02 235.26 114.23 235.26 2.12 -335.81 -380.64 -269.97
4 multin_zz1000_71001_barra_earningsyield_botG 30.01 59.36 220.60 99.58 220.60 -12.54 -350.47 -395.30 -284.63
5 multin_zz1000_71001_barra_btop_botG 20.12 49.47 210.71 89.68 210.71 -22.43 -360.36 -405.19 -294.52
6 multin_zz1000_71001_barra_leverage_botG 19.04 48.39 209.63 88.61 209.63 -23.51 -361.43 -406.27 -295.60
7 multin_zz1000_71001_barra_liquidity_topG 3.17 32.52 193.77 72.74 193.77 -39.37 -377.30 -422.13 -311.46
8 multin_zz1000_71001_barra_growth_botG -1.32 28.03 189.28 68.25 189.28 -43.86 -381.79 -426.62 -315.95
9 multin_zz1000_71001_barra_momentum_botG -17.03 12.32 173.57 52.54 173.57 -59.57 -397.50 -442.33 -331.66