arXiv AI By Arther Tian, Alex Ding, Simon Wu, Aaron Chan

FIDES-Live: Evaluating Behavioral Concordance in Sequential Trading Agents

Read the original on arXiv AI →

FIDES-Live extends the FIDES framework to audit sequential trading agents by separating decision validity, numerical commitment adherence, execution and ledger reconciliation, and receipt‑grounded reporting. In a retrospective audit of 7,299 cryptocurrency account‑rounds and a 310‑round equity pilot, decision validity reached 97.35% and structured reporting accuracy 90.81%, while commitment adherence overall was 94.36% but dropped to 62.63% for non‑empty order proposals. The study shows that all cash and position transitions reconcile with recorded fills, and highlights the need to report concordance, evidence coverage, activity, and financial outcomes separately.

Machine-generated by The Flow from the publisher's headline and feed description — not written or checked by a human. The full article lives at arXiv AI.

arXiv Computation and Language
2d ago

AStockArena: Beyond Returns, Can We Entrust Real Capital to the Decisions of Financial Agents?

AStockArena is a real‑time decision‑auditing benchmark for continuous trading in China’s A‑share market, evaluating 13 open‑ and closed‑source models over 3,198 sequential decisions. The benchmark reconstructs actual account actions by aligning reports, trade requests, execution responses, and account states, then audits them with eight checks covering execution traceability, evidence sufficiency, and financial meta‑awareness. Across 1,070 trading points, 72.99% show at least one audit gap, with evidence gaps most common, and historical replay demonstrates that flagged trades significantly affect portfolio outcomes.

By Zeyu Liu, Sing Kwong Lai, Xuanzhi Feng, HaoYang Shang, Yang Li, Zihao Fang, Xuan Liu
arXiv AI
Jun 9

Beyond Agent Architecture: Execution Assumptions and Reproducibility in LLM-Based Trading Systems

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