Cover Image

AlphaForgeBench: Benchmarking End-to-End Trading Strategy Design with Large Language Models

Fuente: arXiv

Saved in:

Bibliographic Details
Main Authors:	Zhang, Wentao, Zhao, Mingxuan, Gao, Jincheng, You, Jieshun, Jia, Huaiyu, Zhao, Yilei, An, Bo, Sun, Shuo
Format:	Preprint
Published:	2026
Subjects:	Trading and Market Microstructure Artificial Intelligence
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

An End-To-End LLM Enhanced Trading System
by: Zhou, Ziyao, et al.
Published: (2025)

A Multimodal Foundation Agent for Financial Trading: Tool-Augmented, Diversified, and Generalist
by: Zhang, Wentao, et al.
Published: (2024)

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

A Simple Strategy to Deal with Toxic Flow
by: Cartea, Álvaro, et al.
Published: (2025)

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

LSTM-ARIMA as a Hybrid Approach in Algorithmic Investment Strategies
by: Kashif, Kamil, et al.
Published: (2024)

Adaptive Optimal Market Making Strategies with Inventory Liquidation Cos
by: Chávez-Casillas, Jonathan, et al.
Published: (2024)

Automated Market Makers: Toward More Profitable Liquidity Provisioning Strategies
by: Drossos, Thanos, et al.
Published: (2025)

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

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

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

Large Language Model Agent in Financial Trading: A Survey
by: Ding, Han, et al.
Published: (2024)

LiveTradeBench: Seeking Real-World Alpha with Large Language Models
by: Yu, Haofei, et al.
Published: (2025)

A Volume-Price-Adjusted MACD Trading Strategy with Sensitivity Calibration for U.S. Equity Indices
by: Lin, Luyun, et al.
Published: (2026)

Market-GAN: Adding Control to Financial Market Data Generation with Semantic Context
by: Xia, Haochong, et al.
Published: (2023)

MacroHFT: Memory Augmented Context-aware Reinforcement Learning On High Frequency Trading
by: Zong, Chuqiao, et al.
Published: (2024)

Bayesian Robust Financial Trading with Adversarial Synthetic Market Data
by: Xia, Haochong, et al.
Published: (2026)

Trade-R1: Bridging Verifiable Rewards to Stochastic Environments via Process-Level Reasoning Verification
by: Sun, Rui, et al.
Published: (2026)

Optimal Execution Strategies Incorporating Internal Liquidity Through Market Making
by: Morimoto, Yusuke
Published: (2024)

Open vs. Sealed: Auction Format Choice for Maximal Extractable Value
by: Adadurov, Aleksei, et al.
Published: (2026)