Portfolio Optimization on FF32 T=60 benchmark leaderboard · SOTA2 Research

Portfolio Optimization on FF32 T=60

996.32Cumulative WealthmSSRM-PGA

Evaluation Results

Method	Links
mSSRM-PGA2024.10		996.32
mSSRM-PGA2024.10		996.23
mSSRM-PGA2024.10		991.89
PLCT2024.10		918.62
1/N2024.10		424.42
IPSRM-D2024.10		243.83
MAXER2024.10		200.03
SPOLC2024.10		169.58
SSMP2024.10		158.98
S22024.10		39.27
S32024.10		36.88
SSPO2024.10		30.2
S12024.10		29.47