| Dataset Name | SOTA Method | Metric | Trend | ||
|---|---|---|---|---|---|
| Option pricing data 317 shorter prediction horizons (out-of-sample) | Diebold-Mariano Statistic4.49 | 92 | 3mo ago | ||
| S&P 500 index options 317 longer prediction horizons | Diebold-Mariano Test Statistic3.09 | 41 | 3mo ago | ||
| XOP 2025Q2 τ=14d (Whole sample) | IVRMSE9.56 | 5 | 4mo ago | ||
| SPY 2025Q2 τ=14d (Whole sample) | RLOP | IVRMSE9.49 | 5 | 4mo ago | |
| XOP 2020Q1 τ=14d (Whole sample) | IVRMSE16.39 | 5 | 4mo ago | ||
| SPY 2020Q1 τ=14d (Whole sample) | IVRMSE5.53 | 5 | 4mo ago | ||
| XOP τ=56d 2020Q2 (Whole sample) | IVRMSE3.76 | 5 | 4mo ago | ||
| SPY 2020Q2 τ=56d | IVRMSE4.36 | 5 | 4mo ago | ||
| XOP 2020Q1 τ=56d (Whole sample) | IVRMSE3.18 | 5 | 4mo ago | ||
| SPY 2020Q1 τ=56d (Whole sample) | IVRMSE1.23 | 5 | 4mo ago | ||
| Contract M2.B | Price15.777 | 4 | 1mo ago | ||
| Contract M2.A | Price14.214 | 4 | 1mo ago | ||
| Contract B2 | Price1.478 | 4 | 1mo ago | ||
| Contract M5.B | CARLOS | Price12.009 | 3 | 1mo ago | |
| Contract M5.A | CARLOS | Price26.55 | 3 | 1mo ago | |
| Contract M3 | CARLOS | Price11.51 | 3 | 1mo ago | |
| Contract B1 | Price4.601 | 3 | 1mo ago |
