# QuantHarness: Price-Driven Multi-Agent LLMs for High-Frequency Trading

arXiv: https://arxiv.org/abs/2509.09995 · HTML: https://mlsanity.com/paper/2509.09995/

## Key facts

- Cited by 10 papers in the map (data through 14 Oct 2026).
- First posted on arXiv 12 Sep 2025.

## Built on by (most cited first, 10 of 10)

- [TimeSeriesScientist: A General-Purpose AI Agent for Time Series Analysis](https://mlsanity.com/paper/2510.01538/) (2025)
- [Look-Ahead-Bench: a Standardized Benchmark of Look-ahead Bias in Point-in-Time LLMs for Finance](https://mlsanity.com/paper/2601.13770/) (2026)
- [When to Think, When to Speak: Learning Disclosure Policies for LLM Reasoning](https://mlsanity.com/paper/2605.03314/) (2026)
- [The End of Reward Engineering: How LLMs Are Redefining Multi-Agent Coordination](https://mlsanity.com/paper/2601.08237/) (2026)
- [The Alpha Illusion: Reported Alpha from LLM Trading Agents Should Not Be Treated as Deployment Evidence](https://mlsanity.com/paper/2605.16895/) (2026)
- [Reflection Pretraining Enables Token-Level Self-Correction in Biological Sequence Models](https://mlsanity.com/paper/2512.20954/) (2025)
- [FinBoardBench: Benchmarking Dynamic Wealth Management and Strategic Financial Reasoning of LLMs via Board Game Simulations](https://mlsanity.com/paper/2605.27896/) (2026)
- [When LLM Meets Tree Search: A Systematic View of Inference as Search in Large Language Models](https://mlsanity.com/paper/2608.30395/) (2026)
- [Agent Memory with Episodic Retrieval for Financial Decision-Making](https://mlsanity.com/paper/2609.28771/) (2026)
- [LiveOption: Evaluating LLM Agents in Structured Option Trading with Nonlinear Payoffs](https://mlsanity.com/paper/2609.33470/) (2026)

## Abstract (arXiv)

Recent advances in Large Language Models (LLMs) have shown remarkable capabilities in financial reasoning and market understanding. Multi-agent LLM frameworks such as TradingAgent and FINMEM augment these models to long-horizon investment tasks by leveraging fundamental and sentiment-based inputs for strategic decision-making. However, these approaches are ill-suited for the high-speed, precision-critical demands of High-Frequency Trading (HFT). HFT typically requires rapid, risk-aware decisions driven by structured, short-horizon signals, such as technical indicators, chart patterns, and trend features. These signals stand in sharp contrast to the long-horizon, text-driven reasoning that characterizes most existing LLM-based systems in finance. To bridge this gap, we introduce QuantHarness, the first multi-agent LLM framework explicitly designed for high-frequency algorithmic trading. The system decomposes trading into four specialized agents--Indicator, Pattern, Trend, and Risk--each equipped with domain-specific tools and structured reasoning capabilities to capture distinct aspects of market dynamics over short temporal windows. Extensive experiments across nine financial instruments, including Bitcoin and Nasdaq futures, demonstrate that QuantHarness consistently outperforms baseline methods, achieving higher predictive accuracy at both 1-hour and 4-hour trading intervals across multiple evaluation metrics. Our findings suggest that coupling structured trading signals with LLM-based reasoning provides a viable path for traceable, real-time decision systems in high-frequency financial markets.