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_20260313_151744
0 multin_zz1000_71001_barra_residualvolatility_botG 96.18 96.80 -45.97 -6.75 -45.97 7.69 132.17 113.07 97.31
1 multin_zz1000_71001_barra_nonlinearsize_botG 88.55 89.16 -53.61 -14.38 -53.61 0.06 124.53 105.44 89.67
2 multin_zz1000_71001_barra_size_botG 88.55 89.16 -53.61 -14.38 -53.61 0.06 124.53 105.44 89.67
3 multin_zz1000_71001_barra_momentum_botG 79.81 80.42 -62.35 -23.13 -62.35 -8.69 115.79 96.70 80.93
4 multin_zz1000_71001_barra_growth_botG 60.32 60.93 -81.84 -42.61 -81.84 -28.17 96.30 77.21 61.44
5 multin_zz1000_71001_barra_leverage_botG 52.07 52.68 -90.09 -50.86 -90.09 -36.42 88.05 68.96 53.19
6 multin_zz1000_71001_barra_earningsyield_botG 12.45 13.06 -129.71 -90.49 -129.71 -76.04 48.43 29.34 13.57
7 multin_zz1000_71001_barra_btop_botG -21.87 -21.25 -164.02 -124.80 -164.02 -110.36 14.11 -4.98 -20.74
8 multin_zz1000_71001_barra_beta_topG -28.56 -27.95 -170.72 -131.50 -170.72 -117.06 7.42 -11.67 -27.44
9 multin_zz1000_71001_barra_liquidity_topG -66.06 -65.44 -208.21 -168.99 -208.21 -154.55 -30.08 -49.17 -64.93