Orchestration Framework for Financial Agents: From Algorithmic Trading to Agentic Trading
Paper
• 2512.02227 • Published
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R&D-Agent-Quant: A Multi-Agent Framework for Data-Centric Factors and Model Joint Optimization
Paper • 2505.15155 • Published • 1 -
AI-Trader: Benchmarking Autonomous Agents in Real-Time Financial Markets
Paper • 2512.10971 • Published • 3 -
QTMRL: An Agent for Quantitative Trading Decision-Making Based on Multi-Indicator Guided Reinforcement Learning
Paper • 2508.20467 • Published -
AlphaQuanter: An End-to-End Tool-Orchestrated Agentic Reinforcement Learning Framework for Stock Trading
Paper • 2510.14264 • Published • 10 -
QuantAgent: Price-Driven Multi-Agent LLMs for High-Frequency Trading
Paper • 2509.09995 • Published • 16 -
FinWorld: An All-in-One Open-Source Platform for End-to-End Financial AI Research and Deployment
Paper • 2508.02292 • Published • 1 -
TradeTrap: Are LLM-based Trading Agents Truly Reliable and Faithful?
Paper • 2512.02261 • Published -
TRADES: Generating Realistic Market Simulations with Diffusion Models
Paper • 2502.07071 • Published -
Pre-training Time Series Models with Stock Data Customization
Paper • 2506.16746 • Published • 1 -
StockBench: Can LLM Agents Trade Stocks Profitably In Real-world Markets?
Paper • 2510.02209 • Published • 56