BacktestBench: Benchmarking Large Language Models for Automated Quantitative Strategy Backtesting

📰 ArXiv cs.AI

arXiv:2605.17937v1 Announce Type: cross Abstract: Quantitative backtesting is essential for evaluating trading strategies but remains hampered by high technical barriers and limited scalability. While Large Language Models (LLMs) offer a transformative path to automate this complex, interdisciplinary workflow through advanced code generation, tool usage, and agentic planning, the practical realization is significantly challenged by the current lack of a large-scale benchmark dedicated to automat

Published 19 May 2026

Full Article

Title: BacktestBench: Benchmarking Large Language Models for Automated Quantitative Strategy Backtesting

Abstract:
arXiv:2605.17937v1 Announce Type: cross Abstract: Quantitative backtesting is essential for evaluating trading strategies but remains hampered by high technical barriers and limited scalability. While Large Language Models (LLMs) offer a transformative path to automate this complex, interdisciplinary workflow through advanced code generation, tool usage, and agentic planning, the practical realization is significantly challenged by the current lack of a large-scale benchmark dedicated to automat
Read full paper → ← Back to Reads