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Value-weighted decile portfolios dataset and benchmarks · SOTA2 Research

Research Datasets

Value-weighted decile portfolios

Benchmarks

Task NameDataset NameSOTA MethodSort

Task NameDataset NameSOTA ResultTrendResults

Portfolio Performance Evaluation

Value-weighted decile portfolios (out-of-sample)

0.938Return (P1)

26

Popular tasks

Portfolio Performance Evaluation

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