Portfolio Optimization on FF25 (T=60) benchmark leaderboard · SOTA2 Research

Portfolio Optimization on FF25 (T=60)

615.34Cumulative WealthmSSRM-PGA

Evaluation Results

Method	Links
mSSRM-PGA2024.10		615.34
mSSRM-PGA2024.10		614.71
mSSRM-PGA2024.10		614.7
PLCT2024.10		581.41
IPSRM-D2024.10		398.55
1/N2024.10		355.98
SSMP2024.10		248.67
MAXER2024.10		173.39
SSPO2024.10		129.35
S12024.10		100.76
S32024.10		70.88
S22024.10		66.24
SPOLC2024.10		57.53