Market-Bench - Dynamic Delta Hedging (Best of 5)
Professional Work · 2025-12-13
The hard Market-Bench strategy asks a model to implement dynamic delta hedging using random-walk option deltas and MSFT order-book data, including persistent consumed liquidity, execution delay, stock and option exposure, profit and loss, equity, and drawdown. This definition reports the lowest mean absolute error among five generated backtester runs.
Top models (lower is better)
| Model | Score |
|---|---|
| Sonnet 4.5 | 805 |
| Grok 4 | 1013 |
| Gemini 3 Pro Preview | 1014 |
| Qwen3-Max (2025-09-23) | 1088 |
| DeepSeek-V3.2 | 1127 |
| Mistral Large 3 675B Instruct 2512 | 1352 |
| GPT-5.2 | 1365 |
| GPT-5.1-Codex-Max | 1371 |
| Opus 4.5 | 1371 |
| Command A | 19853 |
| Llama 4 Maverick | 20419 |
| Nova Premier | 21346 |
| Llama 3.1 Nemotron Ultra 253B V1 | 21346 |