arXiv:2605.12532q-fin.TRcs.AI2026-05被引 1

无需训练的多智能体系统,让AI自主协商交易决策。

AgenticAITA: A Proof-Of-Concept About Deliberative Multi-Agent Reasoning for Autonomous Trading Systems

论文配图:AgenticAITA: A Proof-Of-Concept About Deliberative Multi-Agent Reasoning for Autonomous Trading Systems
图 1 · 摘自论文原文
  • 用多个专用LLM智能体组成推理链,按规则协商行动
  • 5天实盘测试中实现157次无干预操作,谈判率11.5%
  • 适合关注安全可控、零训练成本交易系统的开发者

传统算法交易依赖确定性启发式或离线训练模型,难以适应快速变化的市场环境。本文提出AGENTICAITA框架,采用全自主反思循环,替代传统的‘信号-执行’模式。该框架包含四项创新:(i) 自适应Z分数触发引擎,仅在统计异常市场条件下启用LLM推理;(ii) 顺序反思流水线,分析师、风控员与执行者通过类型化JSON合约和硬门限安全层构成结构化推理链;(iii) 推理门控协议,基于互斥锁调度并发激活,确保可复现审计日志;(iv) 相关性打破多样化复合评分,实现个体智能体内投资组合异质信号优先级。在五天真实市场条件下的无干预模拟测试中,系统成功完成157次自动调用,覆盖76个资产,11.5%的代理摩擦率验证了非平凡的智能体间协商机制。初步证明了无需训练、安全约束、确定性的多智能体金融决策可行性,性能评估与成本建模留待长期部署验证。

原文摘要 · Abstract (English)

Conventional algorithmic trading systems are grounded in deterministic heuristics or offline-trained statistical models that cannot adapt to the semantic complexity of rapidly shifting market regimes. This paper introduces AGENTICAITA, an agentic AI framework that replaces the traditional signal then execute paradigm with a fully autonomous deliberative loop in which multiple specialized Large Language Model agents reason, negotiate, and act in concert - without any offline training or human intervention. The framework proposes four architectural contributions: (i) an Adaptive Z-Score Trigger Engine that acts as a cognitive resource allocator, gating LLM inference exclusively on statistically anomalous market conditions; (ii) a Sequential Deliberative Pipeline - the core agentic contribution - in which an Analyst agent, a Risk Manager agent, and an Executor agent form a structured reasoning chain governed by typed JSON contracts and a deterministic hard-gate safety layer; (iii) an Inference Gating Protocol, a mutex-based cognitive resource scheduler that serializes concurrent agent activations and ensures fully reproducible audit trails; and (iv) a Correlation-Break Diversification composite score that operationalizes portfolio-level idiosyncratic signal prioritization within individual agent reasoning. Validated over a five-day autonomous dry-run session under live market conditions, the framework demonstrates operational correctness of the deliberative pipeline, achieving 157 zero-intervention invocations across 76 assets with an 11.5% agentic friction rate that confirms non-trivial inter-agent negotiation. This preliminary proof-of-concept establishes the feasibility of training-free, deterministic safety-constrained multi-agent orchestration in financial decision loops, with statistically robust performance evaluation and execution cost modeling deferred to extended live deployment.

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