The Self Driving Portfolio: Agentic Architecture for Institutional Asset Management
Fuente:
arXiv
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| Hauptverfasser: | , , |
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| Format: | Preprint |
| Veröffentlicht: |
2026
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| _version_ | 1866918425765347328 |
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| author | Ang, Andrew Azimbayev, Nazym Kim, Andrey |
| author_facet | Ang, Andrew Azimbayev, Nazym Kim, Andrey |
| contents | Agentic AI shifts the investor's role from analytical execution to oversight. We present an agentic strategic asset allocation pipeline in which approximately 50 specialized agents produce capital market assumptions, construct portfolios using over 20 competing methods, and critique and vote on each other's output. A researcher agent proposes new portfolio construction methods not yet represented, and a meta-agent compares past forecasts against realized returns and rewrites agent code and prompts to improve future performance. The entire pipeline is governed by the Investment Policy Statement--the same document that guides human portfolio managers can now constrain and direct autonomous agents. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2604_02279 |
| institution | arXiv |
| publishDate | 2026 |
| record_format | arxiv |
| spellingShingle | The Self Driving Portfolio: Agentic Architecture for Institutional Asset Management Ang, Andrew Azimbayev, Nazym Kim, Andrey Artificial Intelligence Multiagent Systems General Finance Portfolio Management 91G10, 68T20, 68T37 I.2.1; I.2.6; I.2.7; I.2.11; J.4; H.4.2 Agentic AI shifts the investor's role from analytical execution to oversight. We present an agentic strategic asset allocation pipeline in which approximately 50 specialized agents produce capital market assumptions, construct portfolios using over 20 competing methods, and critique and vote on each other's output. A researcher agent proposes new portfolio construction methods not yet represented, and a meta-agent compares past forecasts against realized returns and rewrites agent code and prompts to improve future performance. The entire pipeline is governed by the Investment Policy Statement--the same document that guides human portfolio managers can now constrain and direct autonomous agents. |
| title | The Self Driving Portfolio: Agentic Architecture for Institutional Asset Management |
| topic | Artificial Intelligence Multiagent Systems General Finance Portfolio Management 91G10, 68T20, 68T37 I.2.1; I.2.6; I.2.7; I.2.11; J.4; H.4.2 |
| url | https://arxiv.org/abs/2604.02279 |