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Kenneth French Mkt-RF dataset and benchmarks · SOTA2 Research

Research Datasets

Kenneth French Mkt-RF

Benchmarks

Task NameDataset NameSOTA MethodSort

Task NameDataset NameSOTA ResultTrendResults

Equity Return Recall

Kenneth French Mkt-RF monthly close-to-close

100Parse Accuracy

7

Popular tasks

Equity Return Recall

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