S&P 500 Pair Trading
Introduced 2023-01-25
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
Stock Market Prediction/Sharpe RatioStock Market Prediction/Annual ReturnStock Market Prediction/Max DropdownStock Market Prediction/Annual VolatilityStock Market Prediction/Euclidean DistanceStock Prediction/Sharpe RatioStock Prediction/Annual ReturnStock Prediction/Max DropdownStock Prediction/Annual VolatilityStock Prediction/Euclidean DistanceStock Trend Prediction/Sharpe RatioStock Trend Prediction/Annual ReturnStock Trend Prediction/Max DropdownStock Trend Prediction/Annual VolatilityStock Trend Prediction/Euclidean Distance