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Author

E. Benhamou

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Conference Open access Oct 2026

Can We Stop the Backtest Yet? Anytime-Valid Promotion Tests for Adaptive Financial Research Agents

Adaptive research systems can generate, discard, revise, and monitor trading rules faster than their selection history can be audited. We ask when such a system may promote a frozen rule to governed forward evaluation. The proposed protocol assigns each candidate a predictable, nonrefundable share of one lifetime testi...

E. Benhamou, J. Ohana, B. Guez et al. · 0 citations
Conference Open access Oct 2026

Signal Collision in Open Finance: An Auditable Common-Trade Penalty for Learned Portfolios

Open-finance platforms can combine models from different vendors while still concentrating capital in the same trade. Shared data, objectives, and representations make decision diversity the relevant object, rather than diversity of model names. We call loading on a shared direction a signal collision. A linear-impact...

E. Benhamou, J. Ohana, B. Guez et al. · 0 citations

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