Description
LLM trading usually relies on news and filings, too slow for high-frequency markets. QuantHarness from Stony Brook and partners is a price-driven multi-agent LLM framework for high-frequency trading.
Agents analyze and decide directly from price data to study LLMs in HFT, with Chinese docs.
Price-driven:Reads the market.
Multi-agent:Divided decisions.
HFT:Fast-paced trading.
Agents analyze and decide directly from price data to study LLMs in HFT, with Chinese docs.
Features
Price-driven:Reads the market.
Multi-agent:Divided decisions.
HFT:Fast-paced trading.
