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athenara:~$ registry cite 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.

RepositoryarXiv:2412.20138MarkdownEdit this entry

#multi-agent #llm #debate #risk-management

added 2026-08-15 · external

$ git clone https://github.com/TauricResearch/TradingAgents
@article{tradingagents-paper,
  title         = {TradingAgents: Multi-Agents LLM Financial Trading Framework},
  author        = {Yijia Xiao and Edward Sun and Di Luo and Wei Wang},
  year          = {2024},
  eprint        = {2412.20138},
  archiveprefix = {arXiv},
  note          = {arXiv (oral, Multi-Agent AI in the Real World workshop)},
}

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.

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trading [●●···] basic   ai [●●●··] moderate   programming [●····] none   setup [●····] none

origin external
markets equities

describes TradingAgents · Multi-agent debate

extended by From Deep Learning to LLMs: A Survey of AI in Quantitative Investment

athenara:~$