QuantAgent: Seeking Holy Grail in Trading by Self-Improving Large Language Model

• URL: http://arxiv.org/abs/2402.03755v1
• Date: Tue, 6 Feb 2024 06:47:14 GMT
• Title: QuantAgent: Seeking Holy Grail in Trading by Self-Improving Large Language Model
• Authors: Saizhuo Wang, Hang Yuan, Lionel M. Ni, Jian Guo
• Abstract summary: This paper introduces a principled framework to address the core challenge of efficiently building and integrating a domain-specific knowledge base. In the inner loop, the agent refines its responses by drawing from its knowledge base, while in the outer loop, these responses are tested in real-world scenarios. We instantiate this framework through an autonomous agent for mining trading signals named QuantAgent.
• Score: 14.800710112671226
• License: http://creativecommons.org/licenses/by/4.0/
• Abstract: Autonomous agents based on Large Language Models (LLMs) that devise plans and tackle real-world challenges have gained prominence.However, tailoring these agents for specialized domains like quantitative investment remains a formidable task. The core challenge involves efficiently building and integrating a domain-specific knowledge base for the agent's learning process. This paper introduces a principled framework to address this challenge, comprising a two-layer loop.In the inner loop, the agent refines its responses by drawing from its knowledge base, while in the outer loop, these responses are tested in real-world scenarios to automatically enhance the knowledge base with new insights.We demonstrate that our approach enables the agent to progressively approximate optimal behavior with provable efficiency.Furthermore, we instantiate this framework through an autonomous agent for mining trading signals named QuantAgent. Empirical results showcase QuantAgent's capability in uncovering viable financial signals and enhancing the accuracy of financial forecasts.

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