S&P 500
Benchmarks
| Task Name | Dataset Name | SOTA Result | Trend | |
|---|---|---|---|---|
| Portfolio Optimization | S&P 500 constituents (test) | Average Loss-1.943 | 30 | |
| Financial Time Series Forecasting | S&P 500 | MAE (H1)0.5772 | 6 | |
| Pair Trading | S&P 500 (test) | Sharpe Ratio1.84 | 6 | |
| Portfolio Management | S&P 500 constituent stocks (January 2020 to June 2022) | Daily Return (x10^-1)0.052 | 5 | |
| Daily Return Forecasting | S&P 500 IntraDay | Mean Return (Long)0.0033 | 5 | |
| Directional Accuracy Prediction | S&P 500 (1992-2015) | Accuracy57.8 | 2 | |
| Daily Return Forecasting | S&P 500 Next Day | Mean Return (Long)0.0026 | 2 | |
| Directional Accuracy Prediction | S&P 500 (2015-2020) | Directional Accuracy59.2 | 1 | |
| Directional Accuracy Prediction | S&P 500 (2010-2020) | Accuracy58.1 | 1 | |
| Directional Accuracy Prediction | S&P 500 (2007-2017) | Directional Accuracy57.3 | 1 | |
| Directional Accuracy Prediction | S&P 500 (2020-2023) | Accuracy60.14 | 1 | |
| Agent-level state transition evaluation | S&P 500 Financial Contagion (test) | Metric- | 0 |
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