The paper introduces the Generic Multi-Agent Trading System (GMATS), a framework for studying how large language model (LLM) based trading stacks react to black-box, input-only attacks that inject plausible social‑media content. It defines contagion metrics—belief‑shift scores at analyst and coordinator layers and attack‑clean deltas on backtest metrics—to trace the spread of adversarial signals. Experiments on a safe offline benchmark show that even simple attackers can significantly degrade risk‑return profiles, while certain multi‑agent topologies and coordinator prompts can mitigate these effects.
By Qi Rong Sua, Junhao Dong, Nguyen Duc Thai, Yuqing Wen, Cheston Tan, Yew-Soon Ong
The paper introduces FARSIGHT, a framework for evaluating the robustness and security of financial trading agents powered by large language models. It assesses agents on their resilience to market turbulence, such as flash crashes, and their vulnerability to three types of attacks: on information sources, on the agents themselves, and on agents acting as attackers. Applying FARSIGHT to 15 academic trading schemes reveals that 80% fail at least one robustness test and all exhibit security weaknesses, highlighting the risk of market-wide crashes from both accidental misjudgments and deliberate attacks.
By Mengxiao Wang, Nitesh Saxena
The paper "SoK: Trading Agents or Market Crashers? Dissecting Robustness and Security Failures in Academic Financial LLM Trading Schemes" introduces FARSIGHT, a framework that evaluates financial LLM agents on robustness to market turbulence and security against three attack types. Applying FARSIGHT to 15 academic schemes reveals that 80% fail at least one robustness metric and all exhibit security vulnerabilities, highlighting the risk that a single compromised agent can trigger market-wide crashes.
arXiv:2606. 12918v1 Announce Type: cross Abstract: Hierarchical multi-agent systems (MAS) are rapidly being deployed in high-stakes workflows across domains such as finance and software engineering.
By Chejian Xu, Zhaorun Chen, Jingyang Zhang, Freddy Lecue, Avni Kothari, Sarah Tan, Wenbo Guo, Bo Li
arXiv:2609.07675v1 Announce Type: cross
Abstract: Transaction-local controls answer whether one financial request may proceed, but market behavior can be distributed across messages, agents, assets,...
By Zelin Li, Yiyun Su, Matt White, Zhipeng Wang, Xiao-Yang Liu, Tianyu Shi
arXiv:2610.15529v2 Announce Type: new
Abstract: Agent-to-agent protocols allow LLM agents to discover peers, exchange results, and coordinate tool use. A locally successful protocol attack, however,...
By Xiuming Liu, Le Gai, Zhiyuan Chang, Peiyang Li, Bin Zhu, Shuo Wang, Chao Feng