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Optimal Trade Execution research benchmarks · SOTA2 Research

Optimal Trade Execution

Benchmarks

Dataset NameSOTA MethodSort

Dataset NameSOTA methodMetricTrendResultsLast Updated

BKR (Baker Hughes) stock episodes (test)

0Mean Implementation Shortfall

7

Jun 9, 2026

AMD (Advanced Micro Devices) stock episodes (test)

-0.02Mean Implementation Shortfall

7

Jun 9, 2026

CMCSA (Comcast Corporation) stock (test)

3Mean Implementation Shortfall

7

Jun 9, 2026

INTC (Intel Corporation) stock episodes (test)

3Mean Implementation Shortfall

7

Jun 9, 2026

PYPL (PayPal Holdings) stock episodes (test)

3Mean Implementation Shortfall

6

Jun 9, 2026

Popular datasets

INTC (Intel Corporation) stock CMCSA (Comcast Corporation) stock AMD (Advanced Micro Devices) stock BKR (Baker Hughes) stock PYPL (PayPal Holdings) stock

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