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_20250924_152238
0 multin_zz1000_71001_barra_nonlinearsize_botG 32.25 3.74 201.11 97.40 201.11 25.31 -162.71 -152.43 -257.69
1 multin_zz1000_71001_barra_size_botG 32.25 3.74 201.11 97.40 201.11 25.31 -162.71 -152.43 -257.69
2 multin_zz1000_71001_barra_residualvolatility_botG 21.35 -7.16 190.21 86.50 190.21 14.41 -173.61 -163.33 -268.59
3 multin_zz1000_71001_barra_earningsyield_botG 16.67 -11.84 185.53 81.82 185.53 9.73 -178.29 -168.01 -273.27
4 multin_zz1000_71001_barra_beta_topG 11.39 -17.12 180.25 76.54 180.25 4.45 -183.57 -173.28 -278.55
5 multin_zz1000_71001_barra_leverage_botG 1.47 -27.04 170.33 66.62 170.33 -5.47 -193.49 -183.21 -288.47
6 multin_zz1000_71001_barra_btop_botG -2.61 -31.11 166.25 62.54 166.25 -9.55 -197.56 -187.28 -292.55
7 multin_zz1000_71001_barra_growth_botG -12.18 -40.69 156.68 52.97 156.68 -19.12 -207.14 -196.86 -302.12
8 multin_zz1000_71001_barra_momentum_botG -47.04 -75.55 121.82 18.11 121.82 -53.98 -242.00 -231.72 -336.99
9 multin_zz1000_71001_barra_liquidity_topG -56.82 -85.33 112.03 8.33 112.03 -63.76 -251.78 -241.50 -346.77