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_20250702_151518
0 multin_zz1000_71001_barra_momentum_botG 127.34 96.82 26.61 24.11 26.61 63.41 38.62 -52.61 -119.45
1 multin_zz1000_71001_barra_residualvolatility_botG 106.51 75.99 5.78 3.28 5.78 42.58 17.79 -73.44 -140.28
2 multin_zz1000_71001_barra_size_botG 102.40 71.88 1.67 -0.83 1.67 38.48 13.68 -77.54 -144.39
3 multin_zz1000_71001_barra_nonlinearsize_botG 102.40 71.88 1.67 -0.83 1.67 38.48 13.68 -77.54 -144.39
4 multin_zz1000_71001_barra_growth_botG 61.46 30.94 -39.27 -41.77 -39.27 -2.47 -27.26 -118.49 -185.33
5 multin_zz1000_71001_barra_leverage_botG 3.01 -27.51 -97.73 -100.23 -97.73 -60.92 -85.71 -176.94 -243.79
6 multin_zz1000_71001_barra_liquidity_topG -22.53 -53.05 -123.26 -125.76 -123.26 -86.46 -111.25 -202.48 -269.32
7 multin_zz1000_71001_barra_earningsyield_botG -28.63 -59.15 -129.37 -131.87 -129.37 -92.56 -117.35 -208.58 -275.43
8 multin_zz1000_71001_barra_beta_topG -38.78 -69.30 -139.52 -142.02 -139.52 -102.71 -127.50 -218.73 -285.58
9 multin_zz1000_71001_barra_btop_botG -68.16 -98.68 -168.89 -171.39 -168.89 -132.09 -156.88 -248.11 -314.95