XOP
Benchmarks
TaskDatasetSOTA resultTrendResults
XOP 2025Q2 τ=14d (Whole sample)
9.56IVRMSE
5
XOP 2020Q1 τ=14d (Whole sample)
16.39IVRMSE
5
XOP τ=56d 2020Q2 (Whole sample)
3.76IVRMSE
5
XOP 2020Q1 τ=56d (Whole sample)
3.18IVRMSE
5
XOP Moneyness > 1.03, 28d maturity 2025Q2
4.61IVRMSE
5
XOP 2020Q1, Moneyness > 1.03, 28d maturity
4.92IVRMSE
5
XOP 2025Q2, Moneyness > 1, 28d maturity
4.33IVRMSE
5
XOP Moneyness < 1, 28d maturity 2025Q2
7.51IVRMSE
5
XOP 2020Q1, Moneyness < 1, 28d maturity
9.8IVRMSE
5
XOP Whole sample 28d maturity 2025Q2
6.48IVRMSE
5
XOP Whole sample 28d maturity 2020Q1
8.83IVRMSE
5
XOP ATM 2020Q1
0.96Shortfall Probability
4
XOP ATM 2025Q2
39Shortfall Probability
3
XOP K/F=1.03 2025Q2
2.711Expected Shortfall (ES5%)
2
XOP K/F=1.03 (τ = 56d) 2020Q1
42.4ES5%
2
XOP K/F=1.03 2020Q1
50.2ES 5%
1
XOP K/F=1.03 (τ = 56d) 2025Q2
2.893ES5% (Expected Shortfall 5%)
1
XOP ATM (τ = 56d) 2025Q2
3.898Exposure Shortfall (ES5%)
1
XOP ATM (τ = 56d) 2020Q1
42.4Exposure Shortfall 5% (ES5%)
1