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_20250904_151520
0 multin_zz1000_71001_barra_nonlinearsize_botG 371.40 388.95 140.02 353.70 140.02 120.00 -171.18 -273.47 -411.31
1 multin_zz1000_71001_barra_size_botG 371.40 388.95 140.02 353.70 140.02 120.00 -171.18 -273.47 -411.31
2 multin_zz1000_71001_barra_momentum_botG 234.15 251.70 2.78 216.45 2.78 -17.25 -308.43 -410.72 -548.55
3 multin_zz1000_71001_barra_growth_botG 205.17 222.72 -26.20 187.47 -26.20 -46.23 -337.41 -439.70 -577.53
4 multin_zz1000_71001_barra_residualvolatility_botG 194.78 212.33 -36.59 177.09 -36.59 -56.61 -347.79 -450.08 -587.92
5 multin_zz1000_71001_barra_leverage_botG 135.96 153.51 -95.41 118.26 -95.41 -115.44 -406.62 -508.91 -646.74
6 multin_zz1000_71001_barra_beta_topG 45.28 62.83 -186.09 27.58 -186.09 -206.12 -497.30 -599.59 -737.42
7 multin_zz1000_71001_barra_liquidity_topG -3.24 14.31 -234.61 -20.94 -234.61 -254.64 -545.82 -648.11 -785.94
8 multin_zz1000_71001_barra_earningsyield_botG -11.09 6.46 -242.46 -28.79 -242.46 -262.49 -553.67 -655.96 -793.79
9 multin_zz1000_71001_barra_btop_botG -41.92 -24.37 -273.29 -59.62 -273.30 -293.32 -584.50 -686.79 -824.62