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CSI500 dataset and benchmarks · SOTA2 Research

Research Datasets

CSI500

Benchmarks

Task NameDataset NameSOTA MethodSort

Task NameDataset NameSOTA ResultTrendResults

CSI500 (test)

6.26IC (Information Coefficient)

19

CSI500 Alpha158 (test)

0.088IC

17

Portfolio Backtesting

CSI500 Jan 2023 - Sep 2025 (test)

0.458Alpha Ratio (AR)

17

Alpha Factor Mining

CSI500

0.054IC

14

Popular tasks

Alpha Mining Stock Ranking Alpha Factor Mining Portfolio Backtesting

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