BacktestBench: Benchmarking Large Language Models for Automated Quantitative Strategy Backtesting
“Built from over 6 million real market records, it comprises 18,246 meticulously annotated question-answering pairs across four task categories: metrics calculation, ticker selection, strategy selection, and parameter confirmation.”
StrategyNews sentiment
TechniqueLarge language model
InputsText and news
Missing from abstract: benchmark, out-of-sample test, costs, multiple testing, universe
Institutional-grade audit of this strategy.
£5 — Request the audit- Audit of the paper claims accounting for costs, luck, crises, originality, geography, etc.
- Reproduction code integratable into Bloomberg, IBKR, etc.
- Bias-free datasets for backtesting included
- Delivered in 2 working days
The paper's neighbourhoodNews sentiment and text signals by year
FamilyNews sentiment and text signals148Momentum and trend following289Factor investing240Machine learning return prediction15318 more · 854
AssetEquities97
The family is counted across the whole universe. Asset, method and authors are counted inside the family.
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