Portfolio Optimization on FF100 T=60 benchmark leaderboard · SOTA2 Research

Portfolio Optimization on FF100 T=60

527.09Cumulative WealthmSSRM-PGA

Evaluation Results

Method	Links
mSSRM-PGA2024.10		527.09
mSSRM-PGA2024.10		522.28
mSSRM-PGA2024.10		515.5
PLCT2024.10		471.44
1/N2024.10		364.87
IPSRM-D2024.10		240.12
SSMP2024.10		10.09
SPOLC2024.10		2.39
S32024.10		1.2
S22024.10		1.15
SSPO2024.10		0.89
S12024.10		0.54