MacroLens: A Multi-Task Benchmark for Contextual Financial Reasoning under Macroeconomic Scenarios
MacroLens is a new financial reasoning benchmark that combines price history, accounting fundamentals, macroeconomic data, and news text to evaluate AI models on seven financial tasks across 4,416 U.S. small- and micro-cap stocks. The dataset addresses critical evaluation challenges unique to finance and tests 19 methods ranging from heuristics to frontier LLMs, providing a standardized tool for developing contextual financial AI systems.