ContestTrade

ContestTrade

Multi-agent trading with internal contests

Description

In multi-agent trading, uneven signal quality means simple averaging drags returns down. ContestTrade proposes a multi-agent trading framework with an internal contest mechanism, where agents compete and weights follow performance.

It comes with a paper and English and Chinese docs.

Features



Internal contest:Agents compete.

Dynamic weights:By performance.

Multi-agent:Data and research roles.

Paper:On arXiv.