Leaderboard

This page tracks the performance of user algorithms for various tasks in FinRL. This page is heavily inspired by the openai/gym Leaderboard.

We encourage you to reach out and share with us your scores and links to your write-ups and code to reproduce your results. In the spirit of fair competition, write-ups should explain how to fully reproduce the result and can be in the form of a simple gist link, blog post, or GitHub repo.

Results posted on the leaderboard should be repeatable by anyone, therefore posting only the results sheet is not enough: a full configuration breakdown (including algorithms settings and seed, exploration schedule, etc.) must be published.

This is a new initiative, so be patient as the leaderboards begin to populate. Hopefully sharing our top results with the FinRL community will help everyone going forward.

Environments

StockPortfolioEnv

A stock trading environment for OpenAI gym.

• start_date: '2009-01-01'
• start_trade_date: '2019-01-01'
• end_date: '2021-12-31'
• ticker_list: config.DOW_30_TICKER
• tech_indicator_list: config.TECHNICAL_INDICATORS_LIST
• hmax: 100
• initial_amount: 1e6
• buy_cost_pct: 1e-3
• sell_cost_pct: 1e-3

User	Write-up	Annual return	Cumulative returns	Annual volatility	Sharpe ratio	Calmar ratio	Stability	Max drawdown
user	link	0.123456	0.123456	0.123456	0.123456	0.123456	0.123456	-0.123456