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arXiv 2510.04787cs.MAcs.AI
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一分钟内交易!基于理性驱动的量化金融交易代理系统

Trade in Minutes! Rationality-Driven Agentic System for Quantitative Financial Trading

Tongji University(同济大学);Microsoft Research Asia(微软亚洲研究院);University of Bristol(布里斯托大学);Fudan University(复旦大学)

Zifan Song, Kaitao Song, Guosheng Hu, Ding Qi, Junyao Gao, Xiaohua Wang, Dongsheng Li, Cairong Zhao

AI总结:

TiMi是一种基于理性驱动的多代理系统,通过解耦策略开发与分钟级部署,实现量化金融交易的高效稳定盈利。

摘要:

近年来,大语言模型(LLMs)和代理系统在决策能力上的最新进展,揭示了自动金融的巨大潜力。当前的金融交易代理主要模拟拟人角色, inadvertently 引入了情绪偏见,并依赖于外围信息,同时在部署过程中受到持续推理的限制。在本文中,我们首次将代理中的战略深度与量化交易所需的基本机械理性相结合。因此,我们提出了TiMi(一分钟内交易),一个以理性驱动的多代理系统,其架构上将策略开发与分钟级部署解耦。TiMi利用专门的LLM能力,包括语义分析、代码编程和数学推理,以全面的政策优化-部署链为核心。具体而言,我们提出了一种从宏观模式到微观定制的双层分析范式,分层编程设计用于交易机器人实现,并由数学反思驱动的闭环优化。在股票和加密货币市场中的200多个交易对上进行的广泛评估,实证验证了TiMi在波动市场动态下实现稳定盈利、行动效率和风险控制的有效性。

英文摘要:

Recent advancements in large language models (LLMs) and agentic systems have shown exceptional decision-making capabilities, revealing significant potential for autonomic finance. Current financial trading agents predominantly simulate anthropomorphic roles that inadvertently introduce emotional biases and rely on peripheral information, while being constrained by the necessity for continuous inference during deployment. In this paper, we pioneer the harmonization of strategic depth in agents with the mechanical rationality essential for quantitative trading. Consequently, we present TiMi (Trade in Minutes), a rationality-driven multi-agent system that architecturally decouples strategy development from minute-level deployment. TiMi leverages specialized LLM capabilities of semantic analysis, code programming, and mathematical reasoning within a comprehensive policy-optimization-deployment chain. Specifically, we propose a two-tier analytical paradigm from macro patterns to micro customization, layered programming design for trading bot implementation, and closed-loop optimization driven by mathematical reflection. Extensive evaluations across 200+ trading pairs in stock and cryptocurrency markets empirically validate the efficacy of TiMi in stable profitability, action efficiency, and risk control under volatile market dynamics.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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