Title: QuantAgent: Price-Driven Multi-Agent LLMs for High-Frequency Trading
Primary area: foundation or frontier models, including LLMs
Keywords: multi-agent; multi modal; agent based Large Language Model; high frequency trading; finance

Abstract: Recent advances in Large Language Models (LLMs) have shown remarkable capabilities in financial reasoning and market understanding. Multi-agent LLM frameworks such as TradingAgent and FINMEM augment these models to long-horizon investment tasks by leveraging fundamental and sentiment-based inputs for strategic decision-making. However, these approaches are ill-suited for the high-speed, precision-critical demands of *High-Frequency Trading* (HFT).
HFT typically requires rapid, risk-aware decisions driven by structured, short-horizon signals, such as technical indicators, chart patterns, and trend features. These signals stand in sharp contrast to the long-horizon, text-driven reasoning that characterizes most existing LLM-based systems in finance. To bridge this gap, we introduce **QuantAgent**, the first multi-agent LLM framework explicitly designed for high-frequency algorithmic trading. The system decomposes trading into four specialized agents, *Indicator*, *Pattern*, *Trend*, and *Risk*, each equipped with domain-specific tools and structured reasoning capabilities to capture distinct aspects of market dynamics over short temporal windows. Extensive experiments across nine financial instruments, including Bitcoin and Nasdaq futures, demonstrate that QuantAgent consistently outperforms baseline methods, achieving higher predictive accuracy at both 1-hour and 4-hour trading intervals across multiple evaluation metrics. Our findings suggest that coupling structured trading signals with LLM-based reasoning provides a viable path for traceable, real-time decision systems in high-frequency financial markets. Our code and web interface are publicly available at here.

TL;DR: a multi-agent, multi-modal agent based LLM focus on high frequency trading