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Optimal Execution research benchmarks · SOTA2 Research

Optimal Execution

Benchmarks

Dataset NameSOTA MethodSort

Dataset NameSOTA methodMetricTrendResultsLast Updated

SPY intraday data Feb 10 - Feb 19, 2025 Real-Market Backtest (21 fixed intraday windows)

0.336Mean Exposure

4

Feb 26, 2026

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SPY intraday data

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