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SOTA Pair Trading benchmarks and papers with code | Wizwand
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Pair Trading
Benchmarks
Dataset Name
SOTA Method
Dataset Name
SOTA Method
Metric
Trend
Results
Last Updated
CSI 300 (test)
TRIALS
Sharpe Ratio (SR)
1.91
6
3mo ago
S&P 500 (test)
TRIALS
Sharpe Ratio
1.84
6
3mo ago
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