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_20260204_151519
0 multin_zz1000_71001_barra_momentum_botG 98.97 81.12 97.15 14.39 97.15 50.39 68.42 48.72 65.15
1 multin_zz1000_71001_barra_growth_botG 72.76 54.91 70.94 -11.81 70.95 24.18 42.22 22.51 38.94
2 multin_zz1000_71001_barra_nonlinearsize_botG 46.41 28.57 44.60 -38.16 44.60 -2.16 15.87 -3.83 12.60
3 multin_zz1000_71001_barra_size_botG 46.41 28.57 44.60 -38.16 44.60 -2.16 15.87 -3.83 12.60
4 multin_zz1000_71001_barra_residualvolatility_botG 44.88 27.03 43.06 -39.70 43.06 -3.70 14.33 -5.37 11.06
5 multin_zz1000_71001_barra_earningsyield_botG 16.64 -1.20 14.83 -67.93 14.83 -31.93 -13.90 -33.60 -17.17
6 multin_zz1000_71001_barra_leverage_botG -11.33 -29.18 -13.14 -95.90 -13.14 -59.91 -41.87 -61.57 -45.14
7 multin_zz1000_71001_barra_liquidity_topG -47.13 -64.98 -48.95 -131.71 -48.95 -95.71 -77.68 -97.38 -80.95
8 multin_zz1000_71001_barra_beta_topG -84.49 -102.34 -86.31 -169.07 -86.31 -133.07 -115.04 -134.74 -118.31
9 multin_zz1000_71001_barra_btop_botG -92.86 -110.71 -94.68 -177.44 -94.68 -141.44 -123.41 -143.11 -126.68