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_20251114_151520
0 multin_zz1000_71001_barra_momentum_botG 119.84 167.49 10.92 164.65 10.92 -8.98 137.92 185.40 224.68
1 multin_zz1000_71001_barra_nonlinearsize_botG 113.13 160.78 4.21 157.94 4.21 -15.69 131.21 178.69 217.97
2 multin_zz1000_71001_barra_size_botG 113.13 160.78 4.21 157.94 4.21 -15.69 131.21 178.69 217.97
3 multin_zz1000_71001_barra_growth_botG 111.05 158.70 2.13 155.86 2.13 -17.77 129.13 176.61 215.89
4 multin_zz1000_71001_barra_residualvolatility_botG 98.66 146.30 -10.26 143.46 -10.26 -30.16 116.73 164.21 203.50
5 multin_zz1000_71001_barra_leverage_botG 55.88 103.53 -53.03 100.69 -53.03 -72.93 73.96 121.44 160.72
6 multin_zz1000_71001_barra_earningsyield_botG 26.86 74.51 -82.06 71.67 -82.06 -101.96 44.94 92.42 131.70
7 multin_zz1000_71001_barra_liquidity_topG 6.85 54.50 -102.07 51.66 -102.07 -121.97 24.93 72.41 111.69
8 multin_zz1000_71001_barra_btop_botG -14.43 33.21 -123.35 30.37 -123.35 -143.25 3.64 51.12 90.41
9 multin_zz1000_71001_barra_beta_topG -73.20 -25.56 -182.12 -28.39 -182.12 -202.02 -55.13 -7.64 31.64