2026/04/02 by Andrew Ang, Nazym Azimbayev, Andrey Kim · 2 voices
Computer Science · Decision Sciences · Economics, Econometrics and Finance · #Asset (computer security) #Asset allocation #Asset management #Capital (architecture) #Complex Systems and Time Series Analysis #Construct (python library) #Financial Markets and Investment Strategies #Investment (military) #Pipeline (software) #Portfolio #Self #Stock Market Forecasting Methods #cs.AI #cs.MA #q-fin.GN #q-fin.PM
paper · pdf · doi:10.48550/arxiv.2604.02279
openalex publication_date 2026/04/02 · arxiv published 2026/04/02 · arxiv updated 2026/04/02 · openalex created_date 2026/04/04 · openalex updated_date 2026/07/28
Agentic AI shifts the investor's role from analytical execution to oversight. We present an agentic strategic asset allocation pipeline in which approximately 50 specialized agents produce capital market assumptions, construct portfolios using over 20 competing methods, and critique and vote on each other's output. A researcher agent proposes new portfolio construction methods not yet represented, and a meta-agent compares past forecasts against realized returns and rewrites agent code and prompts to improve future performance. The entire pipeline is governed by the Investment Policy Statement--the same document that guides human portfolio managers can now constrain and direct autonomous agents.