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_20260407_151529
0 multin_zz1000_71001_barra_nonlinearsize_botG 87.11 133.31 34.37 182.45 184.31 -24.12 41.56 107.88 94.17
1 multin_zz1000_71001_barra_size_botG 87.11 133.31 34.37 182.45 184.31 -24.12 41.56 107.88 94.17
2 multin_zz1000_71001_barra_liquidity_topG 72.90 119.10 20.16 168.23 170.09 -38.33 27.34 93.66 79.95
3 multin_zz1000_71001_barra_growth_botG 70.19 116.39 17.44 165.52 167.38 -41.04 24.63 90.95 77.24
4 multin_zz1000_71001_barra_residualvolatility_botG 21.09 67.29 -31.66 116.42 118.28 -90.15 -24.47 41.85 28.14
5 multin_zz1000_71001_barra_beta_topG 19.38 65.58 -33.36 114.72 116.58 -91.85 -26.17 40.15 26.44
6 multin_zz1000_71001_barra_earningsyield_botG 14.26 60.47 -38.48 109.60 111.46 -96.97 -31.29 35.03 21.32
7 multin_zz1000_71001_barra_leverage_botG 8.52 54.72 -44.22 103.86 105.72 -102.71 -37.03 29.29 15.58
8 multin_zz1000_71001_barra_momentum_botG -20.98 25.22 -73.72 74.36 76.22 -132.21 -66.53 -0.21 -13.92
9 multin_zz1000_71001_barra_btop_botG -22.12 24.08 -74.86 73.22 75.08 -133.35 -67.67 -1.35 -15.06