NYSE(O)
Benchmarks
Task NameDataset NameSOTA ResultTrendResults
NYSE(O) Balanced Growth scenario T = 5,651 days (test)
0.672Averaged Gap-Weighted Regret
4
NYSE(O) Momentum Concentrated scenario T = 5,651 days (test)
5.9Averaged Gap-Weighted Regret
4
NYSE(O) Market Neutral Hedge scenario T = 5,651 days (test)
0.28Averaged Gap-Weighted Regret
4