Quantitative financeQFIN-1

QFIN-1

Fifteen quantitative-finance control environments across execution, statistical arbitrage, market making, portfolio allocation, and option hedging at Core, Research, and Challenge tiers. Agents face richer costs, constraints, delays, hidden liquidity, and stress, with paired exogenous tapes, observation-only policies, native financial metrics, and deterministic replay.

Quantitative financeRisk controlRLVR
Version3.0.0
Environments15
RewardScalar · 0–1
DeliveryPrivate ZIP
01 Task contract

A real, versioned RL environment.

Fifteen quantitative-finance control environments across execution, statistical arbitrage, market making, portfolio allocation, and option hedging at Core, Research, and Challenge tiers. Agents face richer costs, constraints, delays, hidden liquidity, and stress, with paired exogenous tapes, observation-only policies, native financial metrics, and deterministic replay.

Agent objective

  • Interact with the supplied stateful environment.
  • Produce verifier-checkable actions or artifacts.
  • Maximise scalar reward under the package contract.

Evaluation

  • 15 verifier-backed environments.
  • Reported reward range 0–1.
  • Package-specific public and private checks.

Delivery boundary

  • Private object stored in Cloudflare R2.
  • Authenticated entitlement required.
  • Short-lived signed URL per download.
02 What you will work on

Distinct environments, one demanding research contract.

Enough detail to understand the intellectual terrain; generated instances, hidden mechanisms, and solution paths remain inside the private package.

EnvironmentMathematical or technical frontierAdaptive research problem
Optimal Execution · 3 tiersImpact, passive fills, liquidity, latencySchedule passive and marketable orders while balancing completion, shortfall, transient impact, and vanishing opportunities.
Statistical Arbitrage · 3 tiersPairs, baskets, structural breaksControl exposure through costs, drift, stale prices, short-locate limits, and borrow recalls.
Market Making · 3 tiersQueues, adverse selection, inventoryChoose quotes and sizes under discrete priority, latency, toxic flow, and tail inventory risk.
Portfolio Allocation · 3 tiersReturn, turnover, leverage, delayed macro dataAllocate long-only or long/short portfolios under distribution shift and information delay without future leakage.
Option Hedging · 3 tiersDynamic nonlinear risk controlCoordinate stock and option instruments under costs, latency, jumps, and path-dependent hedging error.
03 Why it is interesting

What the supplied evaluation reveals.

Frozen GPT-5.6-Pro-authored observation-only controllers were evaluated on 1,000 held-out episodes and compared with 1,000 paired official-benchmark episodes. They were clearly better in 7/10 task/scenario comparisons, with three inconclusive and no clear losses. The report preserves each family's native financial metric rather than inventing a misleading aggregate. Validation collected 262 passing tests, one justified optional skip, and 93/93 release invariants.

We publish aggregate behavior and task structure, while withholding generated instances, hidden labels, exact successful probes, private checks, and solution trajectories.

04 Supplied evaluation

Observed evaluation result.

Shown with its provenance and limitations; it is not a performance guarantee.

i
Methodology matters

Frozen observation-only controllers beat the official benchmark in 7/10 paired test/stress comparisons; three were inconclusive and none were clear losses.

Evaluated system / policyGPT-5.6 Pro-authored controllers

As identified by the supplied artifact.

Favourable comparisons7/10

1000 reported runs.

Result artifactIncluded

GPT56_QFinRL_v3_run_bundle.zip:GPT56_QFinRL_v3_report.md

Public result record

Machine-readable provenance and the exact displayed metric are available in results.json.

Open result JSON
05 Private delivery

The package stays off the public website.

The paid ZIP will live in a private R2 bucket. Vercel authorizes the buyer and issues a 2–5 minute object URL; R2 serves the bytes directly.

Included with purchase

  • Exact package version 3.0.0
  • Environment and task contracts
  • Verifier or scoring interface
  • Supplied reference/evaluation artifacts
  • Purchase record and licence v1.1
delivery flow
Authenticated buyer + entitlement check
+ private R2 object + 2–5 minute signed URL
= direct, auditable download

Package SHA-256
41ab266d2284bab2115d4c1d78dbf6553e131dc34970f8c1f9044118aed1aa89
06 Licence v1.1

Commercial use, without exclusivity.

One purchase licenses this identified item to one legal organisation for worldwide, perpetual commercial model training, evaluation, research and development. Redistribution and resale of the package are not permitted.

Read the full licenceYotta Content LTD · business customers only
QFIN-1

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