Copertina

An End-To-End LLM Enhanced Trading System

Fuente: arXiv

Salvato in:

Dettagli Bibliografici
Autori principali:	Zhou, Ziyao, Mehra, Ronitt
Natura:	Preprint
Pubblicazione:	2025
Soggetti:	Trading and Market Microstructure
Accesso online:	Acceder al recurso
Tags:	Aggiungi Tag Nessun Tag, puoi essere il primo ad aggiungerne!!

Documenti analoghi

AlphaForgeBench: Benchmarking End-to-End Trading Strategy Design with Large Language Models
di: Zhang, Wentao, et al.
Pubblicazione: (2026)

MM-DREX: Multimodal-Driven Dynamic Routing of LLM Experts for Financial Trading
di: Chen, Yang, et al.
Pubblicazione: (2025)

ClusterLOB: Enhancing Trading Strategies by Clustering Orders in Limit Order Books
di: Zhang, Yichi, et al.
Pubblicazione: (2025)

FinRL-DeepSeek: LLM-Infused Risk-Sensitive Reinforcement Learning for Trading Agents
di: Benhenda, Mostapha
Pubblicazione: (2025)

End-to-End Policy Learning of a Statistical Arbitrage Autoencoder Architecture
di: Krause, Fabian, et al.
Pubblicazione: (2024)

A Modern Paradigm for Algorithmic Trading
di: Glattfelder, James B., et al.
Pubblicazione: (2025)

Model Predictive Control For Trade Execution
di: McAuliffe, Thomas P., et al.
Pubblicazione: (2026)

Strategic Learning and Trading in Broker-Mediated Markets
di: Aqsha, Alif, et al.
Pubblicazione: (2024)

An Application of the Ornstein-Uhlenbeck Process to Pairs Trading
di: Suchato, Jirat, et al.
Pubblicazione: (2024)

Trading with market resistance and concave price impact
di: De Carvalho, Nathan, et al.
Pubblicazione: (2026)

China and G7 in the Current Context of the World Trading
di: Gonchar, N. S., et al.
Pubblicazione: (2025)

Optimal Trading in Automated Market Makers with Deep Learning
di: Jaimungal, Sebastian, et al.
Pubblicazione: (2023)

To Hedge or Not to Hedge: Optimal Strategies for Stochastic Trade Flow Management
di: Bergault, Philippe, et al.
Pubblicazione: (2025)

Dynamic Collateral Control for Permissionless Spot Perpetual Basis Trading
di: Krestenko, Anatoly, et al.
Pubblicazione: (2026)

Dynamic Grid Trading Strategy: From Zero Expectation to Market Outperformance
di: Chen, Kai-Yuan, et al.
Pubblicazione: (2025)

Trading Electrons: Predicting DART Spread Spikes in ISO Electricity Markets
di: Hubert, Emma, et al.
Pubblicazione: (2026)

High-Frequency Trading Liquidity Analysis | Application of Machine Learning Classification
di: Bhatia, Sid, et al.
Pubblicazione: (2024)

Calculating Profits and Losses for Algorithmic Trading Strategies: A Short Guide
di: Glattfelder, James B., et al.
Pubblicazione: (2024)

Trading Large Orders in the Presence of Multiple High-Frequency Anticipatory Traders
di: Xu, Ziyi, et al.
Pubblicazione: (2024)

Understanding Carbon Trade Dynamics: A European Union Emissions Trading System Perspective
di: Chakraborty, Avirup
Pubblicazione: (2025)

Against a Universal Trading Strategy: No-Arbitrage, No-Free-Lunch, and Adversarial Cantor Diagonalization
di: Svozil, Karl
Pubblicazione: (2026)

The Market Maker's Dilemma: Navigating the Fill Probability vs. Post-Fill Returns Trade-Off
di: Albers, Jakob, et al.
Pubblicazione: (2025)

Sources and Nonlinearity of High Volume Return Premium: An Empirical Study on the Differential Effects of Investor Identity versus Trading Intensity (2020-2024)
di: Kang, Sungwoo
Pubblicazione: (2025)

LLM Agents Do Not Replicate Human Market Traders: Evidence From Experimental Finance
di: Henning, Thomas, et al.
Pubblicazione: (2025)

E-TRENDS: Enhanced LSTM Trend Forecasting for Equities
di: Buchanan, Harris, et al.
Pubblicazione: (2026)

The Impact of Designated Market Makers on Market Liquidity and Competition: A Simulation Approach
di: Zhou, Cong
Pubblicazione: (2024)

Measuring DEX Efficiency and The Effect of an Enhanced Routing Method on Both DEX Efficiency and Stakeholders' Benefits
di: Zhang, Yu, et al.
Pubblicazione: (2025)

Option Market Making via Reinforcement Learning
di: Fang, Zhou, et al.
Pubblicazione: (2023)

Toward Expert Investment Teams:A Multi-Agent LLM System with Fine-Grained Trading Tasks
di: Miyazaki, Kunihiro, et al.
Pubblicazione: (2026)

Deep Learning for Options Trading: An End-To-End Approach
di: Tan, Wee Ling, et al.
Pubblicazione: (2024)

AutoQuant: An Auditable Expert-System Framework for Execution-Constrained Auto-Tuning in Cryptocurrency Perpetual Futures
di: Deng, Kaihong
Pubblicazione: (2025)

LLM-Based Routing in Mixture of Experts: A Novel Framework for Trading
di: Liu, Kuan-Ming, et al.
Pubblicazione: (2025)

TraderTalk: An LLM Behavioural ABM applied to Simulating Human Bilateral Trading Interactions
di: Vidler, Alicia, et al.
Pubblicazione: (2024)

ATLAS: Adaptive Trading with LLM AgentS Through Dynamic Prompt Optimization and Multi-Agent Coordination
di: Papadakis, Charidimos, et al.
Pubblicazione: (2025)

From Knowing to Doing: A Memory-Controlled Benchmark for LLM Trading Agents on Stock Markets
di: Zhu, Taojie, et al.
Pubblicazione: (2026)

Behavioral Consistency Validation for LLM Agents: An Analysis of Trading-Style Switching through Stock-Market Simulation
di: Li, Zeping, et al.
Pubblicazione: (2026)

Modeling metaorder impact with a Non-Markovian Zero Intelligence model
di: Ravagnani, Adele, et al.
Pubblicazione: (2025)

Boltzmann Price: Toward Understanding the Fair Price in High-Frequency Markets
di: Rola, Przemysław
Pubblicazione: (2025)

Sentiment Feedback in Equity Markets: Asymmetries, Retail Heterogeneity, and Structural Calibration
di: Sneller, Lucas Marques
Pubblicazione: (2025)

Causal Interventions in Bond Multi-Dealer-to-Client Platforms
di: Marín, Paloma, et al.
Pubblicazione: (2025)