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_20251030_151538
0 multin_zz1000_71001_barra_momentum_botG 33.23 50.30 -73.99 9.64 -73.99 27.84 188.60 145.65 153.55
1 multin_zz1000_71001_barra_residualvolatility_botG 21.98 39.05 -85.24 -1.60 -85.24 16.60 177.36 134.41 142.30
2 multin_zz1000_71001_barra_size_botG 15.11 32.17 -92.11 -8.48 -92.11 9.72 170.48 127.53 135.42
3 multin_zz1000_71001_barra_nonlinearsize_botG 15.11 32.17 -92.11 -8.48 -92.11 9.72 170.48 127.53 135.42
4 multin_zz1000_71001_barra_growth_botG 0.75 17.82 -106.47 -22.83 -106.47 -4.63 156.13 113.18 121.07
5 multin_zz1000_71001_barra_earningsyield_botG -4.92 12.14 -112.14 -28.51 -112.14 -10.31 150.45 107.50 115.40
6 multin_zz1000_71001_barra_leverage_botG -12.69 4.37 -119.91 -36.28 -119.91 -18.08 142.68 99.73 107.63
7 multin_zz1000_71001_barra_beta_topG -67.03 -49.96 -174.25 -90.62 -174.25 -72.41 88.34 45.39 53.29
8 multin_zz1000_71001_barra_liquidity_topG -72.64 -55.57 -179.86 -96.23 -179.86 -78.02 82.73 39.78 47.68
9 multin_zz1000_71001_barra_btop_botG -74.27 -57.20 -181.49 -97.85 -181.49 -79.65 81.11 38.16 46.05