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_20251029_151544
0 multin_zz1000_71001_barra_beta_topG 51.72 -19.05 171.07 53.18 171.08 181.36 -284.69 -357.63 -508.79
1 multin_zz1000_71001_barra_btop_botG 7.29 -63.48 126.65 8.76 126.65 136.93 -329.11 -402.06 -553.21
2 multin_zz1000_71001_barra_liquidity_topG -27.69 -98.46 91.67 -26.22 91.67 101.96 -364.09 -437.04 -588.19
3 multin_zz1000_71001_barra_earningsyield_botG -50.45 -121.22 68.90 -48.98 68.91 79.19 -386.86 -459.80 -610.96
4 multin_zz1000_71001_barra_size_botG -59.47 -130.25 59.88 -58.01 59.88 70.17 -395.88 -468.82 -619.98
5 multin_zz1000_71001_barra_nonlinearsize_botG -59.47 -130.25 59.88 -58.01 59.88 70.17 -395.88 -468.82 -619.98
6 multin_zz1000_71001_barra_leverage_botG -86.57 -157.34 32.79 -85.10 32.79 43.08 -422.97 -495.92 -647.07
7 multin_zz1000_71001_barra_momentum_botG -97.20 -167.98 22.15 -95.74 22.15 32.44 -433.61 -506.56 -657.71
8 multin_zz1000_71001_barra_residualvolatility_botG -121.31 -192.08 -1.95 -119.84 -1.95 8.33 -457.72 -530.66 -681.81
9 multin_zz1000_71001_barra_growth_botG -130.18 -200.95 -10.83 -128.72 -10.82 -0.54 -466.59 -539.53 -690.69