QuantMind: A Context-Engineering Based Knowledge Framework for Quantitative Finance (2509.21507v1)

Abstract: Quantitative research increasingly relies on unstructured financial content such as filings, earnings calls, and research notes, yet existing LLM and RAG pipelines struggle with point-in-time correctness, evidence attribution, and integration into research workflows. To tackle this, We present QuantMind, an intelligent knowledge extraction and retrieval framework tailored to quantitative finance. QuantMind adopts a two-stage architecture: (i) a knowledge extraction stage that transforms heterogeneous documents into structured knowledge through multi-modal parsing of text, tables, and formulas, adaptive summarization for scalability, and domain-specific tagging for fine-grained indexing; and (ii) an intelligent retrieval stage that integrates semantic search with flexible strategies, multi-hop reasoning across sources, and knowledge-aware generation for auditable outputs. A controlled user study demonstrates that QuantMind improves both factual accuracy and user experience compared to unaided reading and generic AI assistance, underscoring the value of structured, domain-specific context engineering for finance.