Spy
Benchmarks
| Task Name | Dataset Name | SOTA Result | Trend | |
|---|---|---|---|---|
| Personally Identifiable Information (PII) Entity Recognition | SPY Legal Questions | Name93.2 | 6 | |
| PII Detection | SPY (Synthetic PII Yesterday) | Legal Precision52.2 | 5 | |
| Option Pricing | SPY 2025Q2 τ=14d (Whole sample) | IVRMSE9.49 | 5 | |
| Option Pricing | SPY 2020Q1 τ=14d (Whole sample) | IVRMSE5.53 | 5 | |
| Option Pricing | SPY 2020Q2 τ=56d | IVRMSE4.36 | 5 | |
| Option Pricing | SPY 2020Q1 τ=56d (Whole sample) | IVRMSE1.23 | 5 | |
| Option Hedging | SPY ATM 2020Q1 | Shortfall Probability91 | 5 | |
| Option Pricing Accuracy | SPY Moneyness > 1.03 28d maturity 2025Q2 | IVRMSE4.04 | 5 | |
| Option Pricing Accuracy | SPY 2020Q1, Moneyness > 1.03, 28d maturity | IVRMSE2.02 | 5 | |
| Option Pricing Accuracy | SPY 2025Q2, Moneyness > 1, 28d maturity | IVRMSE3.97 | 5 | |
| Option Pricing Accuracy | SPY Moneyness < 1, 28d maturity 2025Q2 | IVRMSE7.55 | 5 | |
| Option Pricing Accuracy | SPY 2020Q1, Moneyness < 1, 28d maturity | IVRMSE1.61 | 5 | |
| Option Pricing Accuracy | SPY Whole sample 28d maturity 2025Q2 | IVRMSE7.34 | 5 | |
| Option Pricing Accuracy | SPY 2020Q1 Whole sample 28d maturity | IVRMSE1.76 | 5 | |
| Social Deduction | Spy | Accuracy70 | 3 | |
| Option Hedging | SPY K/F=1.03 2025Q2 | ES 5%14.535 | 2 | |
| Option Hedging | SPY ATM 2025Q2 | ES 5%17.711 | 2 | |
| Option Hedging | SPY K/F=1.03 2020Q1 | Expected Shortfall (5%)6.187 | 2 | |
| Option Hedging | SPY 2025Q2 K/F=1.03 (τ = 56d) | ES5%15.437 | 1 | |
| Option Hedging | SPY ATM (τ = 56d) 2025Q2 | ES 5%22.015 | 1 | |
| Option Hedging | SPY K/F=1.03 (τ = 56d) 2020Q1 | ES (5%)8.002 | 1 | |
| Option Hedging | SPY ATM (τ = 56d) 2020Q1 | Exposure Shortfall (5%)9.963 | 1 |
Showing 22 of 22 rows