Reproducibility audit of 30 LLM trading papers shows execution assumptions under-reported relative to agent architectures, illustrated by a 10-equity example where frictions compress returns.
QRAFTI: An Agentic Framework for Empirical Research in Quantitative Finance
1 Pith paper cite this work. Polarity classification is still indexing.
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abstract
We introduce a multi-agent framework intended to emulate parts of a quantitative research team and support equity factor research on large financial panel datasets. QRAFTI integrates a research toolkit for panel data with MCP servers that expose data access, factor construction, and custom coding operations as callable tools. It can help replicate established factors, formulate and test new signals, and generate standardized research reports accompanied by narrative analysis and computational traces. On multi-step empirical tasks, using chained tool calls and reflection-based planning may offer better performance and explainability than dynamic code generation alone.
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cs.AI 1years
2026 1verdicts
UNVERDICTED 1representative citing papers
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Beyond Agent Architecture: Execution Assumptions and Reproducibility in LLM-Based Trading Systems
Reproducibility audit of 30 LLM trading papers shows execution assumptions under-reported relative to agent architectures, illustrated by a 10-equity example where frictions compress returns.