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v0.3.0 - Agent Quant Benchmark Challenge

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@initial-d initial-d released this 05 Sep 13:30
· 20 commits to main since this release

v0.3.0 frames ml-quant-trading as a concrete benchmark target for coding agents, quant agents, and agent harnesses.

This is a GitHub documentation/challenge release. The PyPI package remains mlquantx==0.2.6; install with python -m pip install --upgrade mlquantx and use the repository docs for the challenge materials.

The release does not claim live tradability or deployable alpha. It packages a realistic research workflow that agents can run, audit, and report without needing broker credentials or proprietary market data.

Headline

Can your coding agent reproduce a 213-factor, cost-aware quant research pipeline without overstating the result?

What changed

  • Added the Agent Quant Benchmark Challenge.
  • Connected the challenge from the README top links and Fast Path table.
  • Opened the coordination thread in Discussion #66.
  • Pointed agent users to reproduction, benchmark, DSH, public-data, and private-evaluation report templates.
  • Kept private evaluation explicitly redaction-safe for users who cannot expose strategy details, vendor data, or institutional infrastructure.

Challenge tracks

Track Best for
Zero-account smoke test First-time users and package smoke tests
Protocol v1 CPU benchmark Agent and hardware reproducibility reports
DeepSeek Harness run DSH users who want tool-assisted benchmark validation
Public-data validation Cost-aware public-data reports with caveats
Private evaluation note Redacted institutional or proprietary-data evaluations

Start here

Evidence boundary

This release is for research and engineering evaluation. It is not investment advice, not a live-trading system, and not a claim that synthetic or public-data benchmarks predict deployable trading performance.