Datasets › CSI 300 Pair Trading
CSI 300 Pair Trading
A daily emerging stock market dataset (Chinese CSI 300 dataset) including 300 stocks and 5,088 time steps from the CSMAR database. We construct our stock dataset using a pool of stocks from the CSI 300 index for the last 21 years, from 01/02/2000 to 12/31/2020. Instead of all stocks in the market, we select the stocks that used to belong to the major market index CSI 300, and filter out stocks that have missing price data over the period.
For each trading day, we use the fundamental price features as the features of stocks, including open price, close price, and volume. Additionally, we normalize price features such as open price and close price with logarithm.
The dataset randomly splits stocks into five non-overlapping sub-datasets. For each subset, the first 90% of trading days are used as train data, the following 5% as validation data, and the rest 5% as test data.
Benchmarks archive 2025-07-28
All 1 leaderboard whose dataset resolves to this page shown (sort by any header). "First row" is the archive's own first row at snapshot, in the archive's row order; nothing here re-ranks and metric direction is not asserted.
| First row (archive order) | Paper | Code | ||||
|---|---|---|---|---|---|---|
| PAIR TRADING | CSI 300 Pair Trading | Trials Sharpe Ratio 1.91±0.88 | Select and Trade: Towards Unified Pair Trading with... | chancefocus/trials | 1 | Compare |
Papers archive 2025-07-28
1 shown of 1 paper with a leaderboard row on this dataset's benchmarks, newest first. The archive's own "papers using this dataset" list was never published, so this is the benchmark-backed subset; the archive's count for this dataset is 1. The Syntology column is from Syntology's graph (read 2026-09-24), stated per sample; it is not part of any archive number.
| Date | Samples run Syntology | |||
|---|---|---|---|---|
| Select and Trade: Towards Unified Pair Trading with Hierarchical Reinforcement Learning | 1 | 1 | 25 Jan 2023 | not harvested |
Dataset loaders archive 2025-07-28
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Tasks archive 2025-07-28
License archive 2025-07-28
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Modalities archive 2025-07-28
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Languages archive 2025-07-28
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Variants archive 2025-07-28
- CSI 300 Pair Trading
1 variant name, as the archive lists them.
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