TL;DR for operators A trader usually asks, “What is the signal now?” This paper asks a more expensive question: “What did the signal do on the way here?” That difference matters when alpha does not decay instantly, when order flow moves prices slowly, or when volatility changes the usefulness of the same forecast. ...
TL;DR for operators QuantBench is not another paper asking investors to believe that the newest neural architecture will finally decode markets because it has more layers and a nicer diagram. Mercifully. It is a benchmark platform for quantitative investment that tries to evaluate AI methods across the full quant workflow: factor mining, modelling, end-to-end position generation, portfolio optimisation, and order execution.1 ...