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.
By Nuoyue Xu, Jiang Liu, Wenxuan Huang, Xiang Zhang, Juntai Cao, Jiaqi Wei
arXiv:2608.29372v1 Announce Type: new
Abstract: Retrospective backtests provide a limited test of adaptive trading agents: they cannot rule out historical contamination, expose sensitivity to a singl...
By Xiangxin Luo, Chengtian Hong, Haohua Li, Yongyi Xie
arXiv:2606. 08285v1 Announce Type: new Abstract: Large language models (LLMs) and agentic systems are increasingly proposed for financial trading, yet their reported performance remains difficult to compare because studies vary in data provenance, temporal split discipline, execution timing, turnover treatment, and transaction-cost modeling.
By Junyi Yao, Zihao Zheng
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.
By Changlun Li, Peixian Ma, Qiqi Duan, Zhenyu Lin, Peineng Wu
arXiv:2605. 05580v2 Announce Type: replace Abstract: Quantitative trading agents have demonstrated substantial promise in automating factor discovery, signal aggregation, and portfolio execution.
By Yishuo Yuan, Jiayi Sheng, Sirui Zeng, Jiaqi Wang, Jiaheng Liu
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.
By Jie Mao, Changlun Li, Xiang Li, Qiqi Duan, Jinhui Yuan, Xiang Liu, Yuyu Luo, Jing Tang, Xiaowen Chu, Nan Tang