# OpenFinGym: A Verifiable Multi-Task Gym Environment for Evaluating Quant Agents

arXiv: https://arxiv.org/abs/2606.26350 · HTML: https://mlsanity.com/paper/2606.26350/

## Key facts

- Cited by 2 papers in the map (data through 14 Oct 2026).
- Placed in Financial trading and forecasting agents, one of 16 directions in LLM agents and tool use.
- Builds on 26 of its 50 references that are in the map.
- First posted on arXiv 24 Jun 2026.

## Placed in

- LLM agents and tool use / [Financial trading and forecasting agents](https://mlsanity.com/agents/financial-trading-and-forecasting-agents/)

## Builds on (most cited first, 26 of 26)

- [SWE-bench: Can Language Models Resolve Real-World GitHub Issues?](https://mlsanity.com/paper/2310.06770/) (2023)
- [WebArena: A Realistic Web Environment for Building Autonomous Agents](https://mlsanity.com/paper/2307.13854/) (2023)
- [Real-valued (Medical) Time Series Generation with Recurrent Conditional GANs](https://mlsanity.com/paper/1706.02633/) (2017)
- [FinanceBench: A New Benchmark for Financial Question Answering](https://mlsanity.com/paper/2311.11944/) (2023)
- [PIXIU: A Large Language Model, Instruction Data and Evaluation Benchmark for Finance](https://mlsanity.com/paper/2306.05443/) (2023)
- [FinMem: A Performance-Enhanced LLM Trading Agent with Layered Memory and Character Design](https://mlsanity.com/paper/2311.13743/) (2023)
- [A Multimodal Foundation Agent for Financial Trading: Tool-Augmented, Diversified, and Generalist](https://mlsanity.com/paper/2402.18485/) (2024)
- [Qlib: An AI-oriented Quantitative Investment Platform](https://mlsanity.com/paper/2009.11189/) (2020)
- [INVESTORBENCH: A Benchmark for Financial Decision-Making Tasks with LLM-based Agent](https://mlsanity.com/paper/2412.18174/) (2024)
- [Signature moments to characterize laws of stochastic processes](https://mlsanity.com/paper/1810.10971/) (2018)
- [StockBench: Can LLM Agents Trade Stocks Profitably In Real-world Markets?](https://mlsanity.com/paper/2510.02209/) (2025)
- [ABIDES-Gym: Gym Environments for Multi-Agent Discrete Event Simulation and Application to Financial Markets](https://mlsanity.com/paper/2110.14771/) (2021)
- [When Agents Trade: Live Multi-Market Trading Benchmark for LLM Agents](https://mlsanity.com/paper/2510.11695/) (2025)
- [PCF-GAN: generating sequential data via the characteristic function of measures on the path space](https://mlsanity.com/paper/2305.12511/) (2023)
- [Predicting Stock Prices with FinBERT-LSTM: Integrating News Sentiment Analysis](https://mlsanity.com/paper/2407.16150/) (2024)
- [TimeSeriesGym: A Scalable Benchmark for (Time Series) Machine Learning Engineering Agents](https://mlsanity.com/paper/2505.13291/) (2025)
- [DSGym: A Holistic Framework for Evaluating and Training Data Science Agents](https://mlsanity.com/paper/2601.16344/) (2026)
- [Profit Mirage: Revisiting Information Leakage in LLM-based Financial Agents](https://mlsanity.com/paper/2510.07920/) (2025)
- [Look-Ahead-Bench: a Standardized Benchmark of Look-ahead Bias in Point-in-Time LLMs for Finance](https://mlsanity.com/paper/2601.13770/) (2026)
- [SEFraud: Graph-based Self-Explainable Fraud Detection via Interpretative Mask Learning](https://mlsanity.com/paper/2406.11389/) (2024)
- [Structured Agentic Workflows for Financial Time-Series Modeling with LLMs and Reflective Feedback](https://mlsanity.com/paper/2508.13915/) (2025)
- [Re(Visiting) Time Series Foundation Models in Finance](https://mlsanity.com/paper/2511.18578/) (2025)
- [AMA-LSTM: Pioneering Robust and Fair Financial Audio Analysis for Stock Volatility Prediction](https://mlsanity.com/paper/2407.18324/) (2024)
- [Dynamic graph neural networks for enhanced volatility prediction in financial markets](https://mlsanity.com/paper/2410.16858/) (2024)
- [MOSAIC: Modular Orchestration for Structured Agentic Intelligence and Composition](https://mlsanity.com/paper/2606.00708/) (2026)
- [Gated recurrent neural network with TPE Bayesian optimization for enhancing stock index prediction accuracy](https://mlsanity.com/paper/2406.02604/) (2024)

## Built on by (most cited first, 2 of 2)

- [EvoTS-Agent: A Self-Evolving LLM Agent for Financial Time Series Change Point Detection](https://mlsanity.com/paper/2608.17933/) (2026)
- [From Search to Research: Exploring Search Scaling in Autonomous Quantitative Factor Mining](https://mlsanity.com/paper/2609.35559/) (2026)

## Abstract (arXiv)

Although large language model agents are increasingly applied to quantitative-finance workflows, their evaluation remains fragmented across isolated tasks, while the financial relevance of benchmark tasks is often overlooked. Yet financial workflows are inherently multi-stage, spanning interdependent tasks such as forecasting, strategy construction, risk management, and trading. Existing platforms typically focus on a single task, and can therefore overstate agent competence and fail to reveal weaknesses in generalization, real-market interaction, and financially meaningful decision-making. We introduce OpenFinGym, a unified gym environment for quantitative-finance agent development that covers forecasting, market generation, real-time trading, and fraud detection under a single execution and verification interface. OpenFinGym additionally provides an automated task-construction pipeline that turns quantitative finance publications into executable task packages; a containerised runtime with a host-side verifier service that supports scalable agent rollouts and prevents runtime train-test leakage; a paper trading engine with a low-latency data-stream design; deferred-resolution support for long-horizon and event-market forecasts; and integration for SFT and RL post-training