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_20251118_151529
0 multin_zz1000_71001_barra_leverage_botG 53.78 67.87 -46.27 16.53 -46.27 48.78 159.83 252.70 256.17
1 multin_zz1000_71001_barra_residualvolatility_botG 51.48 65.57 -48.56 14.23 -48.57 46.48 157.53 250.40 253.87
2 multin_zz1000_71001_barra_momentum_botG 31.92 46.01 -68.12 -5.33 -68.12 26.93 137.98 230.84 234.31
3 multin_zz1000_71001_barra_btop_botG 30.79 44.88 -69.25 -6.46 -69.25 25.79 136.84 229.71 233.18
4 multin_zz1000_71001_barra_beta_topG 21.18 35.27 -78.87 -16.08 -78.87 16.18 127.23 220.09 223.57
5 multin_zz1000_71001_barra_earningsyield_botG 8.94 23.03 -91.11 -28.31 -91.11 3.94 114.99 207.86 211.33
6 multin_zz1000_71001_barra_nonlinearsize_botG 4.21 18.30 -95.84 -33.05 -95.84 -0.79 110.26 203.12 206.60
7 multin_zz1000_71001_barra_size_botG 4.21 18.30 -95.84 -33.05 -95.84 -0.79 110.26 203.12 206.60
8 multin_zz1000_71001_barra_growth_botG -15.90 -1.81 -115.94 -53.15 -115.94 -20.90 90.15 183.02 186.49
9 multin_zz1000_71001_barra_liquidity_topG -58.71 -44.62 -158.75 -95.96 -158.75 -63.70 47.35 140.21 143.68