arXiv:2507.20474q-fin.TRcs.CL2025-07被引 4

用多模态大模型打造可解释的智能交易系统

MountainLion: A Multi-Modal LLM-Based Agent System for Interpretable and Adaptive Financial Trading

  • 分角色大模型协同处理新闻、图表等多源金融数据
  • 结合宏观经济与资金流信号,提升策略收益与可解释性
  • 支持用户交互修改报告,适合量化交易与投研人员

加密货币交易需融合多模态异构数据。传统深度学习与强化学习方法依赖大量训练数据,将多元输入编码为数值表示,常牺牲可解释性。近期大语言模型(LLM)驱动的智能体展现出处理多模态数据和复杂投资决策的能力。基于此,我们提出 extbf{MountainLion},一个用于金融交易的多模态多智能体系统,通过专用的 LLM 智能体协作解析金融数据并生成投资策略。该系统处理文本新闻、蜡烛图及交易信号图,生成高质量金融报告,并支持通过数据驱动的用户交互与问答动态调整报告与投资建议。中心反思模块分析历史交易信号与结果,持续优化决策流程,具备实时报告分析、摘要生成与策略动态调整能力。实证结果表明,MountainLion 系统在技术价格触发基础上系统性融入宏观背景与资金流动信号,构建了更具可解释性、鲁棒性和可操作性的投资框架,显著提升回报率并增强投资者信心。

原文摘要 · Abstract (English)

Cryptocurrency trading is a challenging task requiring the integration of heterogeneous data from multiple modalities. Traditional deep learning and reinforcement learning approaches typically demand large training datasets and encode diverse inputs into numerical representations, often at the cost of interpretability. Recent progress in large language model (LLM)-based agents has demonstrated the capacity to process multi-modal data and support complex investment decision-making. Building on these advances, we present \textbf{MountainLion}, a multi-modal, multi-agent system for financial trading that coordinates specialized LLM-based agents to interpret financial data and generate investment strategies. MountainLion processes textual news, candlestick charts, and trading signal charts to produce high-quality financial reports, while also enabling modification of reports and investment recommendations through data-driven user interaction and question answering. A central reflection module analyzes historical trading signals and outcomes to continuously refine decision processes, and the system is capable of real-time report analysis, summarization, and dynamic adjustment of investment strategies. Empirical results confirm that MountainLion systematically enriches technical price triggers with contextual macroeconomic and capital flow signals, providing a more interpretable, robust, and actionable investment framework that improves returns and strengthens investor confidence.

金融交易多模态大模型可解释

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