Introduces a paired one-switch benchmark that quantifies protocol-induced inflation from decision-time leakage in financial ML backtests on equity panels from 2016-2024.
Look-Ahead-Bench: A standardized benchmark of look-ahead bias in point-in-time LLMs for finance,
2 Pith papers cite this work. Polarity classification is still indexing.
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Pith papers citing it
years
2026 2verdicts
UNVERDICTED 2representative citing papers
Reproducibility audit of 30 LLM trading papers shows execution assumptions under-reported relative to agent architectures, illustrated by a 10-equity example where frictions compress returns.
citing papers explorer
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When Alpha Disappears: A One-Switch Benchmark for Decision-Time Leakage in Financial Backtests
Introduces a paired one-switch benchmark that quantifies protocol-induced inflation from decision-time leakage in financial ML backtests on equity panels from 2016-2024.
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Beyond Agent Architecture: Execution Assumptions and Reproducibility in LLM-Based Trading Systems
Reproducibility audit of 30 LLM trading papers shows execution assumptions under-reported relative to agent architectures, illustrated by a 10-equity example where frictions compress returns.