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Multi-Agents LLM Financial Trading Framework

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Re: Multi-Agents LLM Financial Trading Framework

#21

Post by rienbdj »

_pdp_ wrote: post #18

If this worked it wouldn't have been open source? Anyway, I have been running my own trading experiment and so far it has lost a bit of money. That being said I have not tried to optimise anything - just let it do whatever it wants. The losses are small and it might be able to recover later this year. Who knows. The agent writes a blog about its progress here https://trades.chatbotkit.space/ I am thinking to output a…

If you like building but have no capital you might release something like this that works.

Re: Multi-Agents LLM Financial Trading Framework

#22

Post by _pdp_ »

whazor wrote: post #20
_pdp_ wrote: post #18

If this worked it wouldn't have been open source? Anyway, I have been running my own trading experiment and so far it has lost a bit of money. That being said I have not tried to optimise anything - just let it do whatever it wants. The losses are small and it might be able to recover later this year. Who knows. The agent writes a blog about its progress here https://trades.chatbotkit.space/ I am thinking to output a…

It would be more interesting to compare trading agents with index tracking ETFs. The better version of an ETF could maybe be a model where you zoom in on the companies and add/remove to your portfolio on the company related news, but keeping a broader portfolio. Maybe agentic trading still performs worse than ETFs. But alternatively, if it were meaningfully better then it would be okay to opensource, similarly how ET…

I think this might work.

When I started working no the trading agent I mentioned above I wanted to see if it can be just a better investor over the long run. The intention was not to do high-frequency trading. As you can see most of the days it is not taking any actions. The losses where down to mistakenly setting the stop losses too close to the top. If it wasn't so careful it might have made some money tbf.

My gut feeling is that AI agents will be able to manage a long-term portfolio much better than a human. Though it is just a gut feeling.

Re: Multi-Agents LLM Financial Trading Framework

#23

Post by elzbardico »

looofooo0 wrote: post #12
hacker_9 wrote: post #8

Having worked in hedge funds for the last decade, this seems to miss the mark. Firstly we often reward skillstacking ie a technical person later becoming a trader. The more one person knows the better. These people are rare though hence the reason there is still many seperate job functions, so a person can specialize. But an AI agent? They all have the same brain, so why nerf them by specialising. Secondly, browsing…

Given what a know about the 2008 financial crisis, wouldn't an AI analysis in the years before that crisis of the real state funds helped to understand the risk of them better and avoid the big exposure.

Probably not. On the contrary, it would probably just amplify the mood.

Re: Multi-Agents LLM Financial Trading Framework

#25

Post by elzbardico »

petesergeant wrote: post #2

I think multi-agent (eg _different_ underlying LLMs) everything is really the future. Code produced via multi-agent workflows and reviews seems noticeably better. I've been experimenting with a multi-agent message board recently: https://github.com/pjlsergeant/dogpark

I've built agents that call different LLMs and keep separated memories. Remember, agents are just long-running workflows with some nodes calling LLMs and that sometimes can be started as tool from other "agent".

There are times when I wonder if couldn't just draw then in a BPMN designer that allowed me to write custom code for nodes. Is BPMN still a thing?

Re: Multi-Agents LLM Financial Trading Framework

#26

Post by dsl »

I spent about an hour looking at the code and found some glaring issues that should be fixed before trusting it with real money.

- Yahoo News is introduced twice (sentiment and news analysis) which double weights it

- Sentiment analysis prompt primes the model to be bullish on Nvidia.

- In the self learning loop there is a complex parsing bug that results in hallucinated memories when agents return truncated responses

- You can completely control sentiment analysis of a subreddit by simply maintaining a majority of the 5 most recently posted messages, regardless of any quality metric

- The reflection prompt states the agent must cite alpha, which in a market wide downturn causes it to think correctly placed calls were losses

Re: Multi-Agents LLM Financial Trading Framework

#27

Post by embedding-shape »

dsl wrote: post #26

I spent about an hour looking at the code and found some glaring issues that should be fixed before trusting it with real money. - Yahoo News is introduced twice (sentiment and news analysis) which double weights it - Sentiment analysis prompt primes the model to be bullish on Nvidia. - In the self learning loop there is a complex parsing bug that results in hallucinated memories when agents return truncated response…

> Sentiment analysis prompt primes the model to be bullish on

Eeh, yeah? At that point I'd stop reading the code and just leave the project behind. How exactly is the prompt doing this right now?

Re: Multi-Agents LLM Financial Trading Framework

#28

Post by ctdonnet »

What is the purpose of this repo? Is it to simulate the market so you can reliably backtest trading strategies?

Whatever the stated purpose is, where can I read the test results to show it accurately fulfills that purpose.

Anyone can make a markets simulation that models interactions between market participants. Making a simulation that is accurate enough to be useful for anything is hard.

Re: Multi-Agents LLM Financial Trading Framework

#30

Post by dakolli »

_pdp_ wrote: post #22
whazor wrote: post #20

Earlier quoted context omitted.

It would be more interesting to compare trading agents with index tracking ETFs. The better version of an ETF could maybe be a model where you zoom in on the companies and add/remove to your portfolio on the company related news, but keeping a broader portfolio. Maybe agentic trading still performs worse than ETFs. But alternatively, if it were meaningfully better then it would be okay to opensource, similarly how ET…

I think this might work. When I started working no the trading agent I mentioned above I wanted to see if it can be just a better investor over the long run. The intention was not to do high-frequency trading. As you can see most of the days it is not taking any actions. The losses where down to mistakenly setting the stop losses too close to the top. If it wasn't so careful it might have made some money tbf. My gut…

Lmao, you llm people have some crazy delusions. You realize markets are zero sum, and if you're using a public model that everyone else also has access too, you llm psychos will destory eachothers "agentic" edge (not that there ever was one). Not to mention all the other obvious flaws with llms, lime having an effective memory of ~200k words and no ability to judge whats actually going on in the real world.
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