Skip to main content
Back to Research
Multi-Agent Systems

QuantAgents: Towards Multi-agent Financial System via Simulated Trading

F. Xiong et al. · 2025

What this means for traders

Dividing analysis into specialist agents (indicator, pattern, trend, risk) produces significantly better risk-adjusted returns than a single generalist model.

Abstract

Presents QuantAgent, a multi-agent system that divides trading into specialized roles (Indicator, Pattern, Trend, Risk). Achieved 111.87% annualized return and a Sharpe Ratio of 2.02 in backtesting.

Multi-AgentQuant TradingSimulationPerformance
Read the full paper