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_20260105_151524
0 multin_zz1000_71001_barra_beta_topG 73.90 36.20 282.78 92.56 282.78 130.07 -8.03 14.08 -8.63
1 multin_zz1000_71001_barra_earningsyield_botG 48.47 10.77 257.35 67.13 257.35 104.64 -33.47 -11.36 -34.07
2 multin_zz1000_71001_barra_btop_botG 37.65 -0.05 246.53 56.31 246.53 93.82 -44.28 -22.18 -44.88
3 multin_zz1000_71001_barra_leverage_botG 3.79 -33.91 212.67 22.45 212.67 59.96 -78.14 -56.04 -78.74
4 multin_zz1000_71001_barra_liquidity_topG -0.84 -38.54 208.04 17.82 208.04 55.33 -82.77 -60.66 -83.37
5 multin_zz1000_71001_barra_residualvolatility_botG -32.13 -69.83 176.75 -13.47 176.75 24.04 -114.06 -91.96 -114.66
6 multin_zz1000_71001_barra_momentum_botG -54.10 -91.80 154.78 -35.44 154.78 2.06 -136.04 -113.93 -136.64
7 multin_zz1000_71001_barra_growth_botG -57.76 -95.46 151.12 -39.10 151.12 -1.59 -139.69 -117.59 -140.29
8 multin_zz1000_71001_barra_nonlinearsize_botG -71.64 -109.34 137.24 -52.98 137.24 -15.47 -153.57 -131.46 -154.17
9 multin_zz1000_71001_barra_size_botG -71.64 -109.34 137.24 -52.98 137.24 -15.47 -153.57 -131.46 -154.17