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_20251107_151520
0 multin_zz1000_71001_barra_momentum_botG 37.82 49.39 26.32 55.01 26.32 32.71 121.28 106.03 96.44
1 multin_zz1000_71001_barra_nonlinearsize_botG 5.78 17.35 -5.72 22.97 -5.72 0.67 89.25 73.99 64.40
2 multin_zz1000_71001_barra_size_botG 5.78 17.35 -5.72 22.97 -5.72 0.67 89.25 73.99 64.40
3 multin_zz1000_71001_barra_residualvolatility_botG 5.40 16.97 -6.10 22.59 -6.10 0.29 88.87 73.61 64.02
4 multin_zz1000_71001_barra_growth_botG -15.88 -4.31 -27.39 1.30 -27.39 -21.00 67.58 52.32 42.73
5 multin_zz1000_71001_barra_leverage_botG -26.18 -14.62 -37.69 -9.00 -37.69 -31.30 57.28 42.02 32.43
6 multin_zz1000_71001_barra_earningsyield_botG -30.76 -19.19 -42.26 -13.57 -42.26 -35.87 52.70 37.45 27.86
7 multin_zz1000_71001_barra_liquidity_topG -48.88 -37.31 -60.38 -31.69 -60.38 -53.99 34.58 19.33 9.74
8 multin_zz1000_71001_barra_beta_topG -85.99 -74.42 -97.50 -68.81 -97.50 -91.10 -2.53 -17.79 -27.38
9 multin_zz1000_71001_barra_btop_botG -86.89 -75.32 -98.39 -69.70 -98.39 -92.00 -3.43 -18.68 -28.27