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SPY intraday data dataset and benchmarks · SOTA2 Research

Research Datasets

SPY intraday data

Benchmarks

Task NameDataset NameSOTA MethodSort

Task NameDataset NameSOTA ResultTrendResults

Optimal Execution

SPY intraday data Feb 10 - Feb 19, 2025 Real-Market Backtest (21 fixed intraday windows)

0.336Mean Exposure

4

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Optimal Execution

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