AthenaraPapers / llm-trading-agent-survey
Large Language Model Agent in Financial Trading: A Survey
Surveys the research landscape of LLM-based agents applied to financial trading, covering architectures, data inputs, backtesting results, and open challenges.
- survey
- llm-agent
- backtesting
- literature-review
added 2026-08-15 · external
Prerequisites
tradingbasicaibasicprogrammingnonesetupnone
Details
| authors | Han Ding, Yinheng Li, Junhao Wang, Hang Chen, Doudou Guo, Yunbai Zhang |
|---|---|
| origin | external |
| year | 2024 |
| venue | arXiv |
| arxiv | 2408.06361 |
| markets | multi-asset |
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.