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_20251028_151522
0 multin_zz1000_71001_barra_growth_botG 55.62 88.11 36.89 89.74 36.89 10.42 36.92 127.91 121.04
1 multin_zz1000_71001_barra_nonlinearsize_botG 46.90 79.39 28.17 81.02 28.17 1.70 28.20 119.19 112.32
2 multin_zz1000_71001_barra_size_botG 46.90 79.39 28.17 81.02 28.17 1.70 28.20 119.19 112.32
3 multin_zz1000_71001_barra_residualvolatility_botG 37.33 69.82 18.60 71.45 18.60 -7.87 18.63 109.62 102.76
4 multin_zz1000_71001_barra_momentum_botG 27.03 59.52 8.30 61.15 8.30 -18.17 8.33 99.32 92.46
5 multin_zz1000_71001_barra_btop_botG 23.51 56.00 4.78 57.63 4.78 -21.69 4.82 95.81 88.94
6 multin_zz1000_71001_barra_earningsyield_botG 17.78 50.28 -0.95 51.91 -0.95 -27.42 -0.91 90.08 83.21
7 multin_zz1000_71001_barra_liquidity_topG 17.24 49.73 -1.49 51.36 -1.49 -27.96 -1.46 89.53 82.67
8 multin_zz1000_71001_barra_beta_topG 15.99 48.48 -2.74 50.11 -2.74 -29.21 -2.71 88.28 81.42
9 multin_zz1000_71001_barra_leverage_botG 10.81 43.30 -7.92 44.93 -7.92 -34.39 -7.89 83.10 76.24