Portfolio Optimization on FF32 T=120 benchmark leaderboard · SOTA2 Research

Portfolio Optimization on FF32 T=120

928.19Cumulative WealthmSSRM-PGA

Evaluation Results

Method	Links
mSSRM-PGA2024.10		928.19
mSSRM-PGA2024.10		927.21
mSSRM-PGA2024.10		927.16
PLCT2024.10		854.83
IPSRM-D2024.10		507.47
1/N2024.10		424.42
SPOLC2024.10		259.74
SSMP2024.10		149.65
SSPO2024.10		130.21
S12024.10		121.47
MAXER2024.10		117.42
S22024.10		93.13
S32024.10		89.51