---
id: llm-trading-agent-survey
name: "Large Language Model Agent in Financial Trading: A Survey"
summary: Surveys the research landscape of LLM-based agents applied to financial trading, covering architectures, data inputs, backtesting results, and open challenges.
authors: [Han Ding, Yinheng Li, Junhao Wang, Hang Chen, Doudou Guo, Yunbai Zhang]
origin: external
year: 2024
venue: arXiv
arxiv: "2408.06361"
tags: [survey, llm-agent, backtesting, literature-review]
markets: [multi-asset]
added: 2026-08-15
prerequisites:
  trading: basic
  ai: basic
  programming: none
  setup: none
---

> Part of [Athenara](https://athenara.info/), the open registry for agentic trading.
> Index of everything: https://athenara.info/llms.txt · This entry: [HTML](https://athenara.info/papers/llm-trading-agent-survey/) · [JSON](https://athenara.info/api/v1/papers/llm-trading-agent-survey.json)

Reviews how LLM agents have been constructed for trading tasks, comparing agent architectures, the
data modalities they consume, and reported backtesting performance across published systems. It
catalogues the obstacles that recur in this literature and identifies directions for future
research.

A good entry point into the field before reading the individual system papers indexed here.