PAIR TRADING

Description from the archive archive 2025-07-28.

Benchmarks archive 2025-07-28

2 leaderboard tables shown for this task, 2 with rows (a “benchmark” on this site is a table with at least one row, as on /sota), ordered by row count. “Best model” is the first row in the archive's own order at snapshot; nothing is re-ranked here and metric direction is not recorded in the archive. PwC's Trend sparklines are not in the archive, so that column is omitted.

Syntology column: samples harvested from the paper's repositories and executed on synthesized fixtures; “ran” is not a correctness claim and does not order the table. A dash means no Syntology record for that paper, not a recorded non-run. Read from the graph 2026-09-24.

Libraries

Not in the archive: the export carries no per-task library table, so there is nothing to show at snapshot 2025-07-28.

Datasets archive 2025-07-28

2 datasets whose archive record lists this task, ordered by the archive's paper count.

Subtasks archive 2025-07-28

No subtask under this task in the archive's task tree.

Parent tasks archive 2025-07-28

Most implemented papers archive 2025-07-28

2 shown of 2 papers with code (13 tagged with this task in all), ordered by repositories listed in the archive, not by stars (the archive holds no stars, so PwC's “Social” and “Latest” sorts cannot be reproduced). Papers without a page here are shown as plain text.

• Reinforcement Learning Pair Trading: A Dynamic Scaling approach
  23 Jul 2024 1 repository listed
  We performed experiments with the developed reinforcement learner on pairs of BTC-GBP and BTC-EUR data separated by 1 min intervals (n=263, 520).
• Select and Trade: Towards Unified Pair Trading with Hierarchical Reinforcement Learning
  25 Jan 2023 1 repository listed
  For pair selection, ignoring the trading performance results in the wrong assets being selected with irrelevant price movements, while the agent trained for trading can overfit to the selected assets without any…