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Quantitative Alpha Mining research benchmarks · SOTA2 Research

Quantitative Alpha Mining

Benchmarks

Dataset NameSOTA MethodSort

Dataset NameSOTA methodMetricTrendResultsLast Updated

CSI 1000 2026-01 to 2026-05 (Holdout)

GP (gplearn / AlphaGen ref.)

1.737Per-alpha Sharpe Ratio (Median)

8

Jun 30, 2026

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