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This paper introduces FinanceHarness, an autonomous agent framework specifically engineered to automate deep financial research by integrating domain-specific tools and workflows. It addresses a critical gap in current agentic systems where general-purpose models fail due to the need for specialized knowledge of historical patterns and future forecasting without data leakage. The accompanying benchmark, FinanceGym, demonstrates that even advanced LLMs struggle with rigorous point-in-time validation, highlighting significant opportunities for improvement in financial AI applications.
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FinanceHarness: Autonomous Financial Deep Research Framework

arXiv2 min read

arXiv:2607.27853v1 Announce Type: new Abstract: Powered by advances in LLMs and autonomous agents, deep research has become one of the most widely adopted agentic products. However, most deep research systems write general-purpose reports, which are inadequate for financial deep research. Financial research demands specialized knowledge to analyze historical patterns and forecast upcoming events. Automating financial deep research therefore requires both a layered harness to drive the research agent and a verifiable, point-in-time benchmark that prevents leakage of future information. We present FinanceHarness, a harness that runs finance-oriented tools and practitioner-guided workflows, automating financial deep research end to end: environment and data construction, the agent execution loop, and reward modeling. We further propose FinanceGym, comprising thesis-driven research questions and rubrics that combine pre-cutoff and post-cutoff criteria. Professional expert validation yields an 82% pass rate. Even leading LLMs and agents score below 40% on the rubrics, showing that FinanceGym is challenging and leaves substantial headroom. With the same open-weight backbone, FinanceHarness improves the overall rubric score from 25.3% to 32.4%. FinanceHarness is available at https://github.com/Yijia-Xiao/FinanceHarness.

Abstract:Powered by advances in LLMs and autonomous agents, deep research has become one of the most widely adopted agentic products. However, most deep research systems write general-purpose reports, which are inadequate for financial deep research. Financial research demands specialized knowledge to analyze historical patterns and forecast upcoming events. Automating financial deep research therefore requires both a layered harness to drive the research agent and a verifiable, point-in-time benchmark that prevents leakage of future information. We present FinanceHarness, a harness that runs finance-oriented tools and practitioner-guided workflows, automating financial deep research end to end: environment and data construction, the agent execution loop, and reward modeling. We further propose FinanceGym, comprising thesis-driven research questions and rubrics that combine pre-cutoff and post-cutoff criteria. Professional expert validation yields an 82% pass rate. Even leading LLMs and agents score below 40% on the rubrics, showing that FinanceGym is challenging and leaves substantial headroom. With the same open-weight backbone, FinanceHarness improves the overall rubric score from 25.3% to 32.4%. FinanceHarness is available at this https URL.

Computation and Language (cs.CL); Artificial Intelligence (cs.AI); Computational Finance (q-fin.CP)

arXiv:2607.27853 [cs.CL]

(or arXiv:2607.27853v1 [cs.CL] for this version)

https://doi.org/10.48550/arXiv.2607.27853 arXiv-issued DOI via DataCite (pending registration)

Full text under the publisher's open licence · 195 words

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