RESEARCH · GLOBAL
arXiv: ATLAS—multi-agent LLM framework for adaptive trading with structured market data
Researchers present ATLAS, a multi-agent system where LLM traders coordinate over structured market, news, and fundamental data to execute trades. Framework addresses late-arriving noisy feedback, heterogeneous information, and model-to-market action bridging.
WHY IT MATTERS
Demonstrates orchestration patterns for agentic trading systems; BFSI quant teams should study this architecture for in-house build-vs-buy decisions on autonomous trading and portfolio management agents.
Source: arXiv · 2026-05-21