{"url":"/dataset/s-p-500-pair-trading","name":"S&P 500 Pair Trading","full_name":null,"description_markdown":"A pool of real stocks from S&P 500 for recent 21 years from 01/02/2000 to 12/31/2020.\r\nWe filter stocks that have missing data throughout the whole period, resulting in 150 stocks with 5,284 trading days.","description_withheld":null,"homepage":"https://github.com/chancefocus/trials","introduced_date":"2023-01-25","introduced_date_note":null,"introduced_by":{"paper":"/paper/select-and-trade-towards-unified-pair-trading","title":"Select and Trade: Towards Unified Pair Trading with Hierarchical Reinforcement Learning","first_author":"Weiguang Han","url":null},"license":null,"modalities":[],"tasks":[{"name":"PAIR TRADING","url":"/task/pair-trading","datasets_with_task":"/datasets/task/pair-trading"}],"languages":[],"variants":["S&P 500 Pair Trading"],"data_loaders":[],"num_papers_in_archive":3,"source":{"archive":"pwc-archive (Hugging Face), CC BY-SA 4.0","snapshot":"2025-07-28"},"benchmarks":[{"leaderboard":"/sota/pair-trading-on-s-p-500-pair-trading","task":"PAIR TRADING","dataset_variant":"S&P 500 Pair Trading","rows":1,"metrics":["Sharpe Ratio","Annual Return","Max Dropdown","Annual Volatility","Euclidean Distance"],"first_row_in_archive_order":{"model":"Trials","paper":"/paper/select-and-trade-towards-unified-pair-trading","metrics":{"Annual Return":"0.5±0.14","Annual Volatility":"0.22±0.04","Euclidean Distance":"0.037±0.01","Max Dropdown":"-0.09±0.01","Sharpe Ratio":"1.84±0.24"},"code_links":[{"title":"chancefocus/trials","url":"https://github.com/chancefocus/trials"}]},"note":"rows are the archive's own order at snapshot; nothing here re-ranks them"}],"papers_with_a_benchmark_row":[{"paper":"/paper/select-and-trade-towards-unified-pair-trading","title":"Select and Trade: Towards Unified Pair Trading with Hierarchical Reinforcement Learning","date":"2023-01-25","rows_on_this_dataset":1,"code_links":1,"syntology":null}],"syntology_totals":{"read_at":"2026-09-24T18:15:14+00:00","papers_with_samples":0,"samples_harvested":0,"samples_ran":0,"samples_unverified":0,"pointer_only_for_licence":0,"papers_with_no_sample_that_ran":0,"note":"the per-paper counts above, summed; not a rate"},"papers_note":"The archive never published its papers-using-dataset list; these are papers with a leaderboard row on this dataset's benchmarks."}