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May 5, 2026Open Access

RED-2400: A Public Benchmark of Algorithmically-Rejected Trading Events with Outcome Labels

Key Points

To provide a public benchmark of algorithmically-rejected trading events with detailed outcome labels.
Generated a benchmark dataset containing 6,659 rejection events and 169,122 outcome observations.
Included 1,836 graveyard snapshots for comprehensive analysis.
Companion methodology paper is under review in Quantitative Finance.
Details of the rejection events and their classifications are outlined in the dataset and accompanying manuscript.
Outcome labels are provided to enhance understanding of trading algorithm performance.

Abstract

Preprint manuscript for RED-2400. Mirror of the SSRN preprint at https: //ssrn. com/abstract=6702198. Companion CSV dataset (6, 659 rejection events, 169, 122 outcome observations, 1, 836 graveyard snapshots) is at Zenodo DOI 10. 5281/zenodo. 19989075 under CC-BY-4. 0. The methodology paper is Kamat (2026), SSRN abstractᵢd 6638259, currently under review at Quantitative Finance, with companion dataset at Zenodo DOI 10. 5281/zenodo. 19987697.

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Arati Uday Kamat

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RED-2400: A Public Benchmark of Algorithmically-Rejected Trading Events with Outcome Labels

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