σ-Bench

A quantitative-finance benchmark for AI coding agents.

Agents run their own experiments on real LSEG FX market data. Every number comes with an error bar.

M.Sc. Statistics

LEADERBOARD

No runs yet.

No tasks yet.

Agents never receive credentials or live data access. They work on frozen data snapshots.

None yet.

One author. I write the tasks, solutions and verifiers myself, so the set reflects my view of quant work and my conventions.
Private tasks. Tasks built on LSEG data cannot be published. Methods and aggregate results are public; raw prices never are.

2026-10-15: Concept written.
2026-10-16: LSEG data access confirmed. sigmabench.dev registered.
2026-10-17: Release 0: this page, no runs yet. The benchmark is built on experiment loops with real FX data.

None yet.