2025/10/10 by Charidimos Papadakis, Papadakis, Charidimos, Angeliki Dimitriou +10 · 1 voice · 2 citations
Computer Science · Decision Sciences · Economics, Econometrics and Finance · #Complex Systems and Time Series Analysis #Financial Markets and Investment Strategies #Stock Market Forecasting Methods #cs.AI #q-fin.TR
paper · pdf · doi:10.48550/arxiv.2510.15949
arxiv published 2025/10/10 · arxiv updated 2026/05/20
Large language models show promise for financial decision-making, yet deploying them as autonomous trading agents raises fundamental challenges: how to adapt instructions when rewards arrive late and obscured by market noise, how to synthesize heterogeneous information streams into coherent decisions, and how to bridge the gap between model outputs and executable market actions. We present ATLAS (Adaptive Trading with LLM AgentS), a unified multi-agent framework that integrates structured information from markets, news, and corporate fundamentals to support robust trading decisions. Within ATLAS, the central trading agent operates in an order-aware action space, ensuring that outputs correspond to executable market orders rather than abstract signals. The agent can incorporate feedback while trading using Adaptive-OPRO, a novel prompt-optimization technique that dynamically adapts the prompt by incorporating real-time, stochastic feedback, leading to increasing performance over time. Across regime-specific equity studies and multiple LLM families, Adaptive-OPRO consistently outperforms fixed prompts, while reflection-based feedback fails to provide systematic gains.