Cursor vs GitHub Copilot for Quant Dev

We tested both on a 50-file backtrader framework. One understood the repo context; the other hallucinated moving average logic.

Feature	GitHub Copilot	Cursor
Repo Context	Struggles across multiple directories.	Excellent. Can ingest the entire codebase.
Model Choice	Locked to OpenAI models.	Allows Claude 3.5 Sonnet (Superior for code).
Speed	Slightly faster autocomplete.	Cmd+K generations can take a few seconds.

The Verdict

For simple autocomplete in a single file, Copilot is fine. But quant development rarely happens in a single file. You have data loaders in one folder, execution logic in another, and alpha models in a third. Cursor's ability to say "@codebase where is the slippage model defined?" makes it the definitive winner for algorithmic trading development.