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_20251103_151524
0 multin_zz1000_71001_barra_growth_botG 76.30 113.92 117.77 90.58 117.78 27.90 63.65 75.15 104.05
1 multin_zz1000_71001_barra_momentum_botG 48.01 85.63 89.48 62.29 89.48 -0.39 35.36 46.86 75.76
2 multin_zz1000_71001_barra_nonlinearsize_botG 46.71 84.33 88.19 60.99 88.19 -1.69 34.06 45.56 74.46
3 multin_zz1000_71001_barra_size_botG 46.71 84.33 88.19 60.99 88.19 -1.69 34.06 45.56 74.46
4 multin_zz1000_71001_barra_residualvolatility_botG 35.51 73.13 76.98 49.79 76.99 -12.89 22.86 34.36 63.26
5 multin_zz1000_71001_barra_liquidity_topG 20.43 58.05 61.90 34.71 61.91 -27.97 7.78 19.28 48.18
6 multin_zz1000_71001_barra_leverage_botG 7.16 44.78 48.63 21.44 48.63 -41.24 -5.49 6.00 34.91
7 multin_zz1000_71001_barra_earningsyield_botG 3.41 41.03 44.88 17.69 44.88 -44.99 -9.24 2.25 31.15
8 multin_zz1000_71001_barra_btop_botG -20.60 17.02 20.87 -6.32 20.88 -69.00 -33.25 -21.75 7.15
9 multin_zz1000_71001_barra_beta_topG -35.43 2.19 6.04 -21.15 6.04 -83.83 -48.08 -36.59 -7.68