ATLAS: Adaptive Trading with LLM AgentS Through Dynamic Prompt Optimization and Multi-Agent Coordination
- URL: http://arxiv.org/abs/2510.15949v1
- Date: Fri, 10 Oct 2025 13:01:51 GMT
- Title: ATLAS: Adaptive Trading with LLM AgentS Through Dynamic Prompt Optimization and Multi-Agent Coordination
- Authors: Charidimos Papadakis, Angeliki Dimitriou, Giorgos Filandrianos, Maria Lymperaiou, Konstantinos Thomas, Giorgos Stamou,
- Abstract summary: Large language models show promise for financial decision-making, yet deploying them as autonomous trading agents raises fundamental challenges.<n>We present ATLAS, a unified multi-agent framework that integrates structured information from markets, news, and corporate fundamentals to support robust trading decisions.
- Score: 13.290841962438082
- License: http://creativecommons.org/licenses/by-nc-nd/4.0/
- Abstract: Large language models show promise for financial decision-making, yet deploying them as autonomous trading agents raises fundamental challenges: how to adapt instructions when rewards arrive late and obscured by market noise, how to synthesize heterogeneous information streams into coherent decisions, and how to bridge the gap between model outputs and executable market actions. We present ATLAS (Adaptive Trading with LLM AgentS), a unified multi-agent framework that integrates structured information from markets, news, and corporate fundamentals to support robust trading decisions. Within ATLAS, the central trading agent operates in an order-aware action space, ensuring that outputs correspond to executable market orders rather than abstract signals. The agent can incorporate feedback while trading using Adaptive-OPRO, a novel prompt-optimization technique that dynamically adapts the prompt by incorporating real-time, stochastic feedback, leading to increasing performance over time. Across regime-specific equity studies and multiple LLM families, Adaptive-OPRO consistently outperforms fixed prompts, while reflection-based feedback fails to provide systematic gains.
Related papers
- Toward Expert Investment Teams:A Multi-Agent LLM System with Fine-Grained Trading Tasks [6.55184070677326]
We propose a multi-agent trading framework that decomposes investment analysis into fine-grained tasks.<n> Experimental results show that fine-grained task decomposition significantly improves risk-adjusted returns.<n>We exploit low correlation with the stock index and the variance of each system's output to achieve superior performance.
arXiv Detail & Related papers (2026-02-26T18:37:36Z) - Refer-Agent: A Collaborative Multi-Agent System with Reasoning and Reflection for Referring Video Object Segmentation [50.22481337087162]
Referring Video Object (RVOS) aims to segment objects in videos based on textual queries.<n>Refer-Agent is a collaborative multi-agent system with alternating reasoning-reflection mechanisms.
arXiv Detail & Related papers (2026-02-03T14:48:12Z) - RecNet: Self-Evolving Preference Propagation for Agentic Recommender Systems [109.9061591263748]
RecNet is a self-evolving preference propagation framework for recommender systems.<n>It proactively propagates real-time preference updates across related users and items.<n>In the backward phase, the feedback-driven propagation optimization mechanism simulates a multi-agent reinforcement learning framework.
arXiv Detail & Related papers (2026-01-29T12:14:31Z) - AOAD-MAT: Transformer-based multi-agent deep reinforcement learning model considering agents' order of action decisions [8.06273583361266]
Multi-agent reinforcement learning focuses on training the behaviors of multiple learning agents that coexist in a shared environment.<n>We propose an Agent Order of Action Decisions-MAT model that considers the order in which agents make decisions.<n>The proposed model explicitly incorporates the sequence of action decisions into the learning process, allowing the model to learn and predict the optimal order of agent actions.
arXiv Detail & Related papers (2025-10-15T09:29:36Z) - TradingGroup: A Multi-Agent Trading System with Self-Reflection and Data-Synthesis [15.865159423176982]
TradingGroup is a multi-agent trading system designed to address limitations through a self-reflective architecture and an end-to-end data-synthesis pipeline.<n> TradingGroup consists of specialized agents for news sentiment analysis, financial report interpretation, stock trend forecasting, trading style adaptation, and a trading decision making agent.<n>Specifically, we design self-reflection mechanisms for the stock forecasting, style, and decision-making agents to distill past successes and failures for similar reasoning in analogous future scenarios.
arXiv Detail & Related papers (2025-08-25T00:29:58Z) - To Trade or Not to Trade: An Agentic Approach to Estimating Market Risk Improves Trading Decisions [0.0]
Large language models (LLMs) are increasingly deployed in agentic frameworks.<n>We develop an agentic system that uses LLMs to iteratively discover differential equations for financial time series.<n>We find that model-informed trading strategies outperform standard LLM-based agents.
arXiv Detail & Related papers (2025-07-11T13:29:32Z) - SAND: Boosting LLM Agents with Self-Taught Action Deliberation [54.48979740613828]
Large Language Model (LLM) agents are commonly tuned with supervised finetuning on ReAct-style expert trajectories or preference optimization over pairwise rollouts.<n>We propose Self-taught ActioN Deliberation (SAND) framework, enabling LLM agents to explicitly deliberate over candidate actions before committing to one.<n>SAND achieves an average 20% improvement over initial supervised finetuning and also outperforms state-of-the-art agent tuning approaches.
arXiv Detail & Related papers (2025-07-10T05:38:15Z) - Agent Trading Arena: A Study on Numerical Understanding in LLM-Based Agents [69.58565132975504]
Large language models (LLMs) have demonstrated remarkable capabilities in natural language tasks.<n>We present the Agent Trading Arena, a virtual zero-sum stock market in which LLM-based agents engage in competitive multi-agent trading.
arXiv Detail & Related papers (2025-02-25T08:41:01Z) - Scaling Autonomous Agents via Automatic Reward Modeling And Planning [52.39395405893965]
Large language models (LLMs) have demonstrated remarkable capabilities across a range of tasks.<n>However, they still struggle with problems requiring multi-step decision-making and environmental feedback.<n>We propose a framework that can automatically learn a reward model from the environment without human annotations.
arXiv Detail & Related papers (2025-02-17T18:49:25Z) - When AI Meets Finance (StockAgent): Large Language Model-based Stock Trading in Simulated Real-world Environments [55.19252983108372]
We have developed a multi-agent AI system called StockAgent, driven by LLMs.
The StockAgent allows users to evaluate the impact of different external factors on investor trading.
It avoids the test set leakage issue present in existing trading simulation systems based on AI Agents.
arXiv Detail & Related papers (2024-07-15T06:49:30Z) - FinMem: A Performance-Enhanced LLM Trading Agent with Layered Memory and
Character Design [11.913409501633616]
textscFinMem is a novel LLM-based agent framework devised for financial decision-making.
textscFinMem's memory module aligns closely with the cognitive structure of human traders, offering robust interpretability.
This framework enables the agent to self-evolve its professional knowledge, react agilely to new investment cues, and continuously refine trading decisions.
arXiv Detail & Related papers (2023-11-23T00:24:40Z) - Many learning agents interacting with an agent-based market model [0.0]
We consider the dynamics of learning optimal execution trading agents interacting with a reactive Agent-Based Model.
The model represents a market ecology with 3-trophic levels represented by: optimal execution learning agents, minimally intelligent liquidity takers, and fast electronic liquidity providers.
We examine whether the inclusion of optimal execution agents that can learn is able to produce dynamics with the same complexity as empirical data.
arXiv Detail & Related papers (2023-03-13T18:15:52Z) - A simple learning agent interacting with an agent-based market model [0.0]
We consider the learning dynamics of a single reinforcement learning optimal execution trading agent when it interacts with an agent-based financial market model.
We find that the moments of the model are robust to the impact of the learning agents except for the Hurst exponent.
The introduction of the learning agent preserves the shape of the price impact curves but can reduce the trade-sign auto-correlations when their trading volumes increase.
arXiv Detail & Related papers (2022-08-22T16:42:06Z)
This list is automatically generated from the titles and abstracts of the papers in this site.
This site does not guarantee the quality of this site (including all information) and is not responsible for any consequences.