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OpenFinGym: A Verifiable Multi-Task Gym Environment for Evaluating Quant Agents

arXiv AI Archived Jun 26, 2026 ✓ Full text saved

arXiv:2606.26350v1 Announce Type: new Abstract: Although large language model agents are increasingly applied to quantitative-finance workflows, their evaluation remains fragmented across isolated tasks, while the financial relevance of benchmark tasks is often overlooked. Yet financial workflows are inherently multi-stage, spanning interdependent tasks such as forecasting, strategy construction, risk management, and trading. Existing platforms typically focus on a single task, and can therefore

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    Computer Science > Artificial Intelligence [Submitted on 24 Jun 2026] OpenFinGym: A Verifiable Multi-Task Gym Environment for Evaluating Quant Agents Kaicheng Zhang, Wen Ge, Lei Jiang, Weixin Yang, Jordan Langham-Lopez, Jialin Yu, Lukasz Szpruch, Hao Ni Although large language model agents are increasingly applied to quantitative-finance workflows, their evaluation remains fragmented across isolated tasks, while the financial relevance of benchmark tasks is often overlooked. Yet financial workflows are inherently multi-stage, spanning interdependent tasks such as forecasting, strategy construction, risk management, and trading. Existing platforms typically focus on a single task, and can therefore overstate agent competence and fail to reveal weaknesses in generalization, real-market interaction, and financially meaningful decision-making. We introduce OpenFinGym, a unified gym environment for quantitative-finance agent development that covers forecasting, market generation, real-time trading, and fraud detection under a single execution and verification interface. OpenFinGym additionally provides an automated task-construction pipeline that turns quantitative finance publications into executable task packages; a containerised runtime with a host-side verifier service that supports scalable agent rollouts and prevents runtime train-test leakage; a paper trading engine with a low-latency data-stream design; deferred-resolution support for long-horizon and event-market forecasts; and integration for SFT and RL post-training Subjects: Artificial Intelligence (cs.AI); Machine Learning (cs.LG) Cite as: arXiv:2606.26350 [cs.AI]   (or arXiv:2606.26350v1 [cs.AI] for this version)   https://doi.org/10.48550/arXiv.2606.26350 Focus to learn more Submission history From: Kaicheng Zhang [view email] [v1] Wed, 24 Jun 2026 19:42:55 UTC (10,888 KB) Access Paper: HTML (experimental) view license Current browse context: cs.AI < prev   |   next > new | recent | 2026-06 Change to browse by: cs cs.LG References & Citations NASA ADS Google Scholar Semantic Scholar Export BibTeX Citation Bookmark Bibliographic Tools Bibliographic and Citation Tools Bibliographic Explorer Toggle Bibliographic Explorer (What is the Explorer?) Connected Papers Toggle Connected Papers (What is Connected Papers?) Litmaps Toggle Litmaps (What is Litmaps?) scite.ai Toggle scite Smart Citations (What are Smart Citations?) Code, Data, Media Demos Related Papers About arXivLabs Which authors of this paper are endorsers? | Disable MathJax (What is MathJax?)
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    arXiv AI
    Category
    ◬ AI & Machine Learning
    Published
    Jun 26, 2026
    Archived
    Jun 26, 2026
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