Alpha Factor Mining on CSI500 benchmark leaderboard · SOTA2 Research

Alpha Factor Mining on CSI500

0.0536ICFE-report

Evaluation Results

Method	Links
FE-report2026.03		0.0536	0.414	0.0487	0.3744	0.0836	21.51	0.6719	0.2945
FE-report2026.03		0.042	0.3244	0.0429	0.3289	0.0458	25.44	0.403	0.1222
FE-alpha2026.03		0.0417	0.3183	0.0434	0.3293	0.0399	23.84	0.377	0.1064
FE-alpha2026.03		0.0413	0.3112	0.043	0.3241	0.0346	21.44	0.3315	0.0793
GPLearn2026.03		0.0409	0.319	0.0427	0.3113	0.0272	22.79	0.2751	0.0451
Alpha1582026.03		0.0403	0.31	0.0416	0.3172	0.0197	25.17	0.2152	0.0089
RD-Agent2026.03		0.0402	0.307	0.0411	0.313	0.0189	24.15	0.2092	0.0052
AlphaAgent2026.03		0.04	0.3076	0.0407	0.3135	0.0102	24.4	0.1431	-0.0319
RD-Agent2026.03		0.0385	0.2887	0.0398	0.2963	-0.0033	30.55	0.0404	-0.0915
AlphaAgent2026.03		0.0385	0.287	0.0396	0.2906	0.0235	25.36	0.2437	0.0266
TRA2026.03		0.0341	0.3184	0.0295	0.2717	0.032	31.62	0.2877	0.0072
LGBM2026.03		0.0057	0.0531	0.0108	0.0913	-0.0514	48.22	-0.3317	-0.3051
LSTM2026.03		0.0054	0.0306	0.0138	0.0726	-0.0104	36.05	-0.008	-0.1156
Transformer2026.03		0.0012	0.0076	-0.0024	-0.013	-0.0221	53.04	-0.0542	-0.1598