Portfolio Optimization on FF49 T=120 benchmark leaderboard · SOTA2 Research

Portfolio Optimization on FF49 T=120

235.48Cumulative Wealth1/N

Evaluation Results

Method	Links
1/N2024.10		235.48
mSSRM-PGA2024.10		188.38
mSSRM-PGA2024.10		173.27
mSSRM-PGA2024.10		172.95
PLCT2024.10		157.5
SSMP2024.10		143.18
SPOLC2024.10		100.49
MAXER2024.10		98.85
IPSRM-D2024.10		50.04
S12024.10		2.23
S32024.10		1.92
S22024.10		1.89
SSPO2024.10		1.61