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CSI500

Benchmarks

Task NameDataset NameSOTA ResultTrend
Stock rankingCSI500 Alpha158 (test)
IC0.0877
17
Portfolio BacktestingCSI500 Jan 2023 - Sep 2025 (test)
Alpha Ratio (AR)0.4579
17
Alpha Factor MiningCSI500
IC0.0536
14
Alpha MiningCSI500 (test)
IC (Information Coefficient)6.26
9
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