Quantitative strategy optimization remains largely manual, requiring domain experts to identify weak signals, tune risk-control rules, and repeatedly validate iterative revisions. Large language models can accelerate this process, but directly relying on them to rewrite trading strategies often introduces hallucinated edits, strategy drift, and backtest overfitting.
arXiv:2607. 12455v1 Announce Type: new Abstract: Quantitative strategy optimization remains largely manual, requiring domain experts to identify weak signals, tune risk-control rules, and repeatedly validate iterative revisions.
arXiv:2607. 15414v1 Announce Type: cross Abstract: Large Language Models (LLMs) have emerged as powerful tools for processing the heterogeneous information environments of modern financial markets.
EvolveTrade is a self‑evolving framework that treats the system prompt of a tool‑using LLM trading agent as a text‑parameterized policy. After each update interval, a Policy Agent revises this policy using accumulated decision traces and portfolio feedback while keeping the backbone LLM fixed, allowing the agent to refine its information‑acquisition and portfolio‑construction procedures over time. Experiments across multiple market regimes and two LLM backbones show that EvolveTrade often improves Sharpe Ratio and Cumulative Return over fixed‑policy baselines, with behavioral analyses indicating increased code‑mediated analysis and regime‑relevant computations.
arXiv:2605.28853v2 Announce Type: replace-cross Abstract: Portfolio optimization in real-world financial markets is notoriously difficult due to non-stationarity, noisy data, and high transaction cos...
arXiv:2607. 28127v1 Announce Type: cross Abstract: Recent advances in Generative AI have substantially improved financial sentiment analysis through post-trained financial large language models (LLMs).
arXiv:2502. 18834v3 Announce Type: replace-cross Abstract: Financial time series (FinTS) record the behavior of human-brain-augmented decision-making, capturing valuable historical information that can be leveraged for profitable investment strategies.
arXiv:2603. 19225v3 Announce Type: replace-cross Abstract: Real-world financial decision-making is a challenging problem that requires reasoning over heterogeneous signals, including company fundamentals derived from regulatory filings and trading signals computed from price dynamics.
arXiv:2609.23703v1 Announce Type: cross Abstract: Financial language models can transform unstructured firm-specific news into structured decision signals, but financial AI research lacks an integrat...
arXiv:2609.36914v1 Announce Type: new Abstract: Post-training has been shown to significantly improve language models' performance on tasks with verifiable outcomes, including mathematical reasoning,...
arXiv:2606. 10412v1 Announce Type: new Abstract: The rapid evolution of financial technology demands sophisticated artificial intelligence systems capable of handling diverse challenges across multiple domains simultaneously.
arXiv:2606. 19887v1 Announce Type: cross Abstract: Existing safety benchmarks target general adversarial scenarios but miss finance-specific risks.
arXiv:2608. 11785v1 Announce Type: new Abstract: Large language models (LLMs) have shown strong potential for financial analysis and trading, but direct trading remains challenging because the predictive capabilities required can vary across assets, decision fields, and market conditions.