arXiv:2508. 00554v5 Announce Type: replace-cross Abstract: In financial trading, large language model (LLM)-based agents demonstrate significant potential, but their decisions can be sensitive to noisy and non-stationary market information.
arXiv:2605. 05580v2 Announce Type: replace Abstract: Quantitative trading agents have demonstrated substantial promise in automating factor discovery, signal aggregation, and portfolio execution.
arXiv:2607. 11141v1 Announce Type: new Abstract: Large language models (LLMs) based agents are beginning to participate in portfolio construction and market analysis, where decisions must be justified under evolving information and risk constraints.
arXiv:2507. 22758v2 Announce Type: replace-cross Abstract: Recent advancements in financial problem-solving have leveraged LLMs and agent-based systems, with a primary focus on trading and financial modeling.
META (Memory Enhanced Trading Agent) is a new agent-based trading framework that augments large language models with episodic memory. It combines specialized indicator agents—such as Trend, MACD, Stochastic, RSI, SMA, AVWAP, and Heikin‑Ashi—with a Decision Agent that fuses their reports, while a Memory module retrieves and updates past trading episodes encoded as market state embeddings with outcomes and reflections. By recalling relevant experiences and adaptively reweighting signals under similar market regimes, META improves directional accuracy and robustness in short‑horizon evaluations, offering regime‑aware, interpretable, and low‑latency decision‑making for financial trading.
arXiv:2607. 10286v1 Announce Type: new Abstract: Large language model (LLM) agents are increasingly used in trading systems, where model reasoning, tool use, and continual decisions incur costs that are expected to produce trading value.
LiveOption is an evaluation framework designed to assess large language model (LLM) agents in option trading, a domain characterized by nonlinear payoffs and multi-leg strategy construction. The framework treats option trading as structured sequential decision-making under realistic execution and capital constraints, offering a reproducible environment with standardized interaction protocols. It includes three task suites—portfolio overlays, event-driven earnings trading, and 0DTE intraday trading—and introduces a hierarchical metric suite that evaluates action validity, decision quality, risk characteristics, and outcome-level performance, revealing that current agents often fail to achieve competitive returns.
arXiv:2606. 31461v1 Announce Type: new Abstract: Niche asset markets, such as Counter-Strike 2 (CS2) weapon skins, are small, volatile, and heavily driven by community discussions and platform rules.
Quant-Arena is a new benchmark and public leaderboard for end‑to‑end quantitative research using real A‑share market data. Models build features and stock‑scoring code, receive feedback only on 2022–2023 data, and freeze a strategy for evaluation on the sealed year 2024. Scores are based on realized excess return, signal quality, and feature diversity, with GPT‑6 Astra currently leading but still not outperforming the equal‑weight market in 2024.
GoAnt is a quality‑diversity multi‑agent search framework designed for discovering alpha factors in market microstructure data. It employs non‑communicating Explorer, Exploiter, and Connector workers that share an adaptive Mental Map and a Queen dispatcher to allocate evaluation budgets efficiently. On real A‑share data from 2023‑2026, GoAnt achieves significantly higher quality‑weighted yields than baseline methods and maintains strong out‑of‑sample performance.
arXiv:2606. 26350v1 Announce Type: new Abstract: Although large language model agents are increasingly applied to quantitative-finance workflows, their evaluation remains fragmented across isolated tasks, while the financial relevance of benchmark tasks is often overlooked.
arXiv:2610.03128v1 Announce Type: new Abstract: Quantitative trading strategy design aims to discover trading programs from historical data that remain effective in future markets, which can be viewe...
arXiv:2607. 27853v2 Announce Type: replace-cross Abstract: Powered by advances in LLMs and autonomous agents, deep research has become one of the most widely adopted agentic products.