Algorithmic Trading on Core Synthetic Market
48.6ReturnIdeal execution ablation
Evaluation Results
| Method | Links | ||||||
|---|---|---|---|---|---|---|---|
| Ideal execution ablationSeeds=3, 7, and 11, Setting=ideal execution2026.05 | 48.6 | 8.878 | 9.5 | -0.019 | 96.5 | 271 | |
| No-risk ablationSeeds=3, 7, and 11, Setting=no-risk2026.05 | 46.8 | 7.949 | 10.3 | -0.029 | 67.3 | 4,337.4 | |
| Risk-aware realistic agentSeeds=3, 7, and 11, Setting=realistic2026.05 | 42.3 | 7.696 | 9.8 | -0.025 | 87.6 | 4,306.3 | |
| Buy-and-hold realisticSeeds=3, 7, and 11, Setting=realistic2026.05 | 25.7 | 2.913 | 17.2 | -0.261 | 89.5 | 769.5 |