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_20251128_151512
0 multin_zz1000_71001_barra_liquidity_topG 54.41 43.59 157.54 130.82 157.54 22.33 74.70 109.62 175.13
1 multin_zz1000_71001_barra_beta_topG 35.85 25.03 138.98 112.26 138.98 3.77 56.13 91.05 156.57
2 multin_zz1000_71001_barra_growth_botG 34.97 24.15 138.10 111.38 138.10 2.89 55.26 90.18 155.69
3 multin_zz1000_71001_barra_earningsyield_botG 30.06 19.23 133.19 106.46 133.19 -2.03 50.34 85.26 150.78
4 multin_zz1000_71001_barra_size_botG 5.70 -5.13 108.83 82.10 108.83 -26.39 25.98 60.90 126.42
5 multin_zz1000_71001_barra_nonlinearsize_botG 5.70 -5.13 108.83 82.10 108.83 -26.39 25.98 60.90 126.42
6 multin_zz1000_71001_barra_btop_botG -0.63 -11.45 102.50 75.78 102.50 -32.71 19.65 54.57 120.09
7 multin_zz1000_71001_barra_residualvolatility_botG -9.18 -20.01 93.95 67.22 93.95 -41.27 11.10 46.02 111.53
8 multin_zz1000_71001_barra_leverage_botG -16.17 -26.99 86.96 60.24 86.96 -48.25 4.11 39.04 104.55
9 multin_zz1000_71001_barra_momentum_botG -39.97 -50.79 63.16 36.44 63.16 -72.05 -19.68 15.24 80.75