HedgeAgents: A Balanced-aware Multi-agent Financial Trading System
Fuente:
arXiv
Enregistré dans:
| Auteurs principaux: | , , , , |
|---|---|
| Format: | Preprint |
| Publié: |
2025
|
| Sujets: | |
| Accès en ligne: | |
| Tags: |
Ajouter un tag
Pas de tags, Soyez le premier à ajouter un tag!
|
| _version_ | 1866915160270045184 |
|---|---|
| author | Li, Xiangyu Zeng, Yawen Xing, Xiaofen Xu, Jin Xu, Xiangmin |
| author_facet | Li, Xiangyu Zeng, Yawen Xing, Xiaofen Xu, Jin Xu, Xiangmin |
| contents | As automated trading gains traction in the financial market, algorithmic investment strategies are increasingly prominent. While Large Language Models (LLMs) and Agent-based models exhibit promising potential in real-time market analysis and trading decisions, they still experience a significant -20% loss when confronted with rapid declines or frequent fluctuations, impeding their practical application. Hence, there is an imperative to explore a more robust and resilient framework. This paper introduces an innovative multi-agent system, HedgeAgents, aimed at bolstering system robustness via ``hedging'' strategies. In this well-balanced system, an array of hedging agents has been tailored, where HedgeAgents consist of a central fund manager and multiple hedging experts specializing in various financial asset classes. These agents leverage LLMs' cognitive capabilities to make decisions and coordinate through three types of conferences. Benefiting from the powerful understanding of LLMs, our HedgeAgents attained a 70% annualized return and a 400% total return over a period of 3 years. Moreover, we have observed with delight that HedgeAgents can even formulate investment experience comparable to those of human experts (https://hedgeagents.github.io/). |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2502_13165 |
| institution | arXiv |
| publishDate | 2025 |
| record_format | arxiv |
| spellingShingle | HedgeAgents: A Balanced-aware Multi-agent Financial Trading System Li, Xiangyu Zeng, Yawen Xing, Xiaofen Xu, Jin Xu, Xiangmin Multiagent Systems Artificial Intelligence Trading and Market Microstructure As automated trading gains traction in the financial market, algorithmic investment strategies are increasingly prominent. While Large Language Models (LLMs) and Agent-based models exhibit promising potential in real-time market analysis and trading decisions, they still experience a significant -20% loss when confronted with rapid declines or frequent fluctuations, impeding their practical application. Hence, there is an imperative to explore a more robust and resilient framework. This paper introduces an innovative multi-agent system, HedgeAgents, aimed at bolstering system robustness via ``hedging'' strategies. In this well-balanced system, an array of hedging agents has been tailored, where HedgeAgents consist of a central fund manager and multiple hedging experts specializing in various financial asset classes. These agents leverage LLMs' cognitive capabilities to make decisions and coordinate through three types of conferences. Benefiting from the powerful understanding of LLMs, our HedgeAgents attained a 70% annualized return and a 400% total return over a period of 3 years. Moreover, we have observed with delight that HedgeAgents can even formulate investment experience comparable to those of human experts (https://hedgeagents.github.io/). |
| title | HedgeAgents: A Balanced-aware Multi-agent Financial Trading System |
| topic | Multiagent Systems Artificial Intelligence Trading and Market Microstructure |
| url | https://arxiv.org/abs/2502.13165 |