Quant-Arena: Benchmarking LLM Agents for Quantitative Trading Research

Key points

• Quantitative research is an iterative loop: a researcher proposes a market hypothesis, implements it as an executable signal, tests it on historical data, and decides what to keep.1
• Existing benchmarks score formulas, code, or individual trading decisions, leaving open whether large language models (LLMs) can complete this loop and produce strategies that work beyond the research period.1
• A cash-account evaluator applies trading constraints and costs, including market impact estimated from a simulated order book.1
• Quant-Arena is open to submissions from any model or agent harness.1

Sources (2)

• [1]Quant-Arena: Benchmarking LLM Agents for Quantitative Trading Research
  arXiv (AI, ML, NLP, CV, robotics, multi-agent) · Oct 21, 05:54 PM

  We introduce Quant-Arena, a benchmark and public leaderboard for end-to-end quantitative research on real A-share market data.

  Quantitative research is an iterative loop: a researcher proposes a market hypothesis, implements it as an executable signal, tests it on historical data, and decides what to keep.

• [2]Quant-Arena: Benchmarking LLM Agents for Quantitative Trading Research
  Hugging Face Daily Papers · Oct 21, 12:00 AM · same content

Extractive summary: sentences quoted from the sources.