mlsanityData to 14 Oct 2026

Building crypto portfolios with agentic AI

arXiv 2507.20468 ↗First posted 11 Jul 2025q-fin.PM cs.LGcited by 1

Not on the map. Why?

Abstract (arXiv)

The rapid growth of crypto markets has opened new opportunities for investors, but at the same time exposed them to high volatility. To address the challenge of managing dynamic portfolios in such an environment, this paper presents a practical application of a multi-agent system designed to autonomously construct and evaluate crypto-asset allocations. Using data on daily frequencies of the ten most capitalized cryptocurrencies from 2020 to 2025, we compare two automated investment strategies. These are a static equal weighting strategy and a rolling-window optimization strategy, both implemented to maximize the evaluation metrics of the Modern Portfolio Theory (MPT), such as Expected Return, Sharpe and Sortino ratios, while minimizing volatility. Each step of the process is handled by dedicated agents, integrated through a collaborative architecture in Crew AI. The results show that the dynamic optimization strategy achieves significantly better performance in terms of risk-adjusted returns, both in-sample and out-of-sample. This highlights the benefits of adaptive techniques in portfolio management, particularly in volatile markets such as cryptocurrency markets. The following methodology proposed also demonstrates how multi-agent systems can provide scalable, auditable, and flexible solutions in financial automation.

Key facts. Cited by 1 paper in the map (data through 14 Oct 2026). Builds on 6 of its 13 references that are in the map. First posted on arXiv 11 Jul 2025.

Builds on

6 of 13 references.

References · 6

  1. 2024TradingAgents: Multi-Agents LLM Financial Trading Frameworkcited by 188
  2. 2024The Landscape of Emerging AI Agent Architectures for Reasoning, Planning, and Tool Calling: A Surveycited by 168
  3. 2024When AI Meets Finance (StockAgent): Large Language Model-based Stock Trading in Simulated Real-world Environmentscited by 26
  4. 2021Explainable AI in Credit Risk Managementcited by 19
  5. 2020MAPS: Multi-agent Reinforcement Learning-based Portfolio Management Systemcited by 15
  6. 2024Best Practices for Responsible Machine Learning in Credit Scoringcited by 2

Built on by

Cited by year (2026 to 14 Oct)

Citing papers per year: 2026: 1.

1 paper.

Similar, not cited

Close in wording, no citation either way

  1. 2025LLM-Powered Multi-Agent System for Automated Crypto Portfolio Management
  2. 2025Cryptocurrency Portfolio Management with Reinforcement Learning: Soft Actor--Critic and Deep Deterministic Policy Gradient Algorithms
  3. 2025An Adaptive Multi Agent Bitcoin Trading System
  4. 2025MASS: Muli-agent simulation scaling for portfolio construction
  5. 2024Modelling crypto markets by multi-agent reinforcement learning
  6. 2026Market Regime Council for Dynamic Credit Assignment in Multi-Agent LLM Decision Systems
  7. 2026The Self Driving Portfolio: Agentic Architecture for Institutional Asset Management
  8. 2025Trade in Minutes! Rationality-Driven Agentic System for Quantitative Financial Trading