CSI300
Benchmarks
| Task Name | Dataset Name | SOTA Result | Trend | |
|---|---|---|---|---|
| Financial Time Series Forecasting | CSI300 | Average Return (AR)0.469 | 26 | |
| Alpha Factor Mining | CSI300 | IC0.0474 | 14 | |
| Alpha Mining | CSI300 (test) | Information Coefficient (IC)5.84 | 9 |
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| Task Name | Dataset Name | SOTA Result | Trend | |
|---|---|---|---|---|
| Financial Time Series Forecasting | CSI300 | Average Return (AR)0.469 | 26 | |
| Alpha Factor Mining | CSI300 | IC0.0474 | 14 | |
| Alpha Mining | CSI300 (test) | Information Coefficient (IC)5.84 | 9 |