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Papers Benchmarks Datasets Tasks

CSI300 dataset and benchmarks · SOTA2 Research

Research Datasets

CSI300

Benchmarks

Task NameDataset NameSOTA MethodSort

Task NameDataset NameSOTA ResultTrendResults

Financial Time Series Forecasting

CSI300

0.469Average Return (AR)

26

CSI300 Alpha158 (test)

0.069IC

17

Alpha Factor Mining

CSI300

0.047IC

14

CSI300 (test)

5.84Information Coefficient (IC)

9

Alpha Factor Mining

CSI300 10-day horizon CogAlpha-aligned protocol (test)

0.031IC

7

Popular tasks

Alpha Factor Mining Alpha Mining Stock Ranking Financial Time Series Forecasting

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