• QuantBench is an industrial-grade benchmark platform that standardizes AI evaluation for quantitative investment, addressing the lack of alignment with industry practices.
• It provides flexibility for integrating various AI algorithms and full-pipeline coverage, encompassing standardized datasets, model implementations, and evaluations.
• Empirical studies reveal critical research directions: continual learning for distribution shifts, improved relational financial data modeling, and robust overfitting mitigation in low signal-to-noise environments.
• By open-sourcing on GitHub, QuantBench aims to accelerate AI research in quantitative investment, akin to benchmarks in computer vision and NLP.