Papers / tradingagents-paper
TradingAgents: Multi-Agents LLM Financial Trading Framework
Introduces a multi-agent LLM trading framework whose specialized roles mirror the structure of a professional trading firm.
- multi-agent
- llm
- debate
- risk-management
added 2026-08-15 · external

Use this
$ git clone https://github.com/TauricResearch/TradingAgentsPrerequisites
Details
| authors | Yijia Xiao, Edward Sun, Di Luo, Wei Wang |
|---|---|
| origin | external |
| year | 2024 |
| venue | arXiv (oral, Multi-Agent AI in the Real World workshop) |
| arxiv | 2412.20138 |
| markets | equities |
The paper describes a system of LLM agents acting as fundamental, sentiment, and technical analysts, bull and bear researchers, traders with differing risk tolerances, and a risk-management team, collaborating to reach trading decisions. The authors report gains in cumulative return, risk-adjusted return, and drawdown relative to baseline strategies.
The accompanying implementation is released publicly by Tauric Research (see related agent) — one of the few papers in this space with a maintained open-source system behind it.
Connections
Describes: TradingAgents Multi-agent debate