用理性架构让交易代理分钟级决策，避免情绪干扰
Trade in Minutes! Rationality-Driven Agentic System for Quantitative Financial Trading
- 分层设计策略与执行，实现宏观到微观的精准定制
- 200+交易对测试中盈利稳定，风险控制出色
- 适合量化交易、金融AI研发人员参考
大型语言模型与智能体系统的进展展现了卓越的决策能力，为自主金融带来巨大潜力。当前交易智能体多模拟人类行为，易引入情绪偏差且依赖外围信息，部署时需持续推理。本文提出TiMi（Trade in Minutes），一种以理性驱动的多智能体系统，将策略制定与分钟级部署解耦。TiMi在政策优化-部署链中融合语义分析、代码生成与数学推理能力，采用从宏观模式到微观定制的双层分析范式，结合分层编程设计与数学反思驱动的闭环优化。在股票与加密货币市场200多个交易对上的实证评估表明，该系统在波动市场中具备稳定的盈利能力、高效的交易动作和良好的风险控制能力。
原文摘要 · Abstract (English)
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.
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