Datasets › S&P 500 Pair Trading
S&P 500 Pair Trading
A pool of real stocks from S&P 500 for recent 21 years from 01/02/2000 to 12/31/2020. We filter stocks that have missing data throughout the whole period, resulting in 150 stocks with 5,284 trading days.
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 | S&P 500 Pair Trading | Trials Sharpe Ratio 1.84±0.24 | 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 3. 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
No loader listed in the archive.
Tasks archive 2025-07-28
License archive 2025-07-28
No licence recorded in the archive. Absence here is not a statement about the dataset's terms.
Modalities archive 2025-07-28
No modality tagged.
Languages archive 2025-07-28
No language tagged.
Variants archive 2025-07-28
- S&P 500 Pair Trading
1 variant name, as the archive lists them.
Report a problem or propose a change · a person checks every report against the paper or source before anything changes; decisions are listed on /corrections