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NYSE(O)

Benchmarks

Task NameDataset NameSOTA ResultTrend
Online Asset AllocationNYSE(O) Balanced Growth scenario T = 5,651 days (test)
Averaged Gap-Weighted Regret0.672
4
Online Asset AllocationNYSE(O) Momentum Concentrated scenario T = 5,651 days (test)
Averaged Gap-Weighted Regret5.9
4
Online Asset AllocationNYSE(O) Market Neutral Hedge scenario T = 5,651 days (test)
Averaged Gap-Weighted Regret0.28
4
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