mlsanityData to 7 Oct 2026

TrustTrade: Human-Inspired Selective Consensus Reduces Decision Uncertainty in LLM Trading Agents

arXiv 2603.22567 ↗First posted 23 Mar 2026cs.CE cs.MAcited by 3

On the map: LLM agents and tool use → Financial trading and forecasting agents

Abstract (arXiv)

Large language models (LLMs) are increasingly deployed as autonomous agents in financial trading. However, they often exhibit a hazardous behavioral bias that we term uniform trust, whereby retrieved information is implicitly assumed to be factual and heterogeneous sources are treated as equally informative. This assumption stands in sharp contrast to human decision-making, which relies on selective filtering, cross-validation, and experience-driven weighting of information sources. As a result, LLM-based trading systems are particularly vulnerable to multi-source noise and misinformation, amplifying factual hallucinations and leading to unstable risk-return performance. To bridge this behavioral gap, we introduce TrustTrade (Trust-Rectified Unified Selective Trader), a multi-agent selective consensus framework inspired by human epistemic heuristics. TrustTrade replaces uniform trust with cross-agent consistency by aggregating information from multiple independent LLM agents and dynamically weighting signals based on their semantic and numerical agreement. Consistent signals are prioritized, while divergent, weakly grounded, or temporally inconsistent inputs are selectively discounted. To further stabilize decision-making, TrustTrade incorporates deterministic temporal signals as reproducible anchors and a reflective memory mechanism that adapts risk preferences at test time without additional training. Together, these components suppress noise amplification and hallucination-driven volatility, yielding more stable and risk-aware trading behavior. Across controlled backtesting in high-noise market environments (2024 Q1 and 2026 Q1), the proposed TrustTrade calibrates LLM trading behavior from extreme risk-return regimes toward a human-aligned, mid-risk and mid-return profile.

Key facts. Cited by 3 papers in the map (data through 7 Oct 2026). Placed in Financial trading and forecasting agents, one of 16 directions in LLM agents and tool use. Builds on 18 of its 42 references that are in the map. First posted on arXiv 23 Mar 2026.

Builds on

18 of 42 references.

Closest ancestors · 3

Same direction, newest first

  1. 2025R&D-Agent-Quant: A Multi-Agent Framework for Data-Centric Factors and Model Joint Optimization21 May
  2. 2024TradingAgents: Multi-Agents LLM Financial Trading Framework28 Dec
  3. 2024Large Language Model Agent in Financial Trading: A Survey26 Jul

Other references · 15

  1. 2022Chain-of-Thought Prompting Elicits Reasoning in Large Language Modelscited by 12,302
  2. 2024GPT-4o System Cardcited by 4,467
  3. 2023A Survey on Large Language Model based Autonomous Agentscited by 2,203
  4. 2025Multi-Agent Collaboration Mechanisms: A Survey of LLMscited by 424
  5. 2024A Multimodal Foundation Agent for Financial Trading: Tool-Augmented, Diversified, and Generalistcited by 137
  6. 2025LLM-based Agents Suffer from Hallucinations: A Survey of Taxonomy, Methods, and Directionscited by 49
  7. 2025Your AI, Not Your View: The Bias of LLMs in Investment Analysiscited by 16
  8. 2025Decision-informed Neural Networks with Large Language Model Integration for Portfolio Optimizationcited by 14
  9. 2026QuantaAlpha: An Evolutionary Framework for LLM-Driven Alpha Miningcited by 12
  10. 2024A Review of Reinforcement Learning in Financial Applicationscited by 11
  11. 2025Chain-of-Alpha: Unleashing the Power of Large Language Models for Alpha Mining in Quantitative Tradingcited by 9
  12. 2025LLM-Based Routing in Mixture of Experts: A Novel Framework for Tradingcited by 6
3 more
  1. 2025QuantEvolve: Automating Quantitative Strategy Discovery through Multi-Agent Evolutionary Frameworkcited by 5
  2. 2025HARLF: Hierarchical Reinforcement Learning and Lightweight LLM-Driven Sentiment Integration for Financial Portfolio Optimizationcited by 2
  3. 2026MEME: Modeling the Evolutionary Modes of Financial Marketscited by 2

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Cited by year (2026 to 7 Oct)

Citing papers per year: 2026: 3.

3 papers.

Similar, not cited

Close in wording, no citation either way

  1. 2025ATLAS: Adaptive Trading with LLM AgentS Through Dynamic Prompt Optimization and Multi-Agent Coordination
  2. 2025ContestTrade: A Multi-Agent Trading System Based on Internal Contest Mechanism
  3. 2025From Competition to Coordination: Market Making as a Scalable Framework for Safe and Aligned Multi-Agent LLM Systems
  4. 2026AgenticAITA: A Proof-Of-Concept About Deliberative Multi-Agent Reasoning for Autonomous Trading Systems
  5. 2026Toward Reliable Evaluation of LLM-Based Financial Multi-Agent Systems: Taxonomy, Coordination Primacy, and Cost Awareness
  6. 2025When Agents Trade: Live Multi-Market Trading Benchmark for LLM Agents
  7. 2026Learning to Trade Like an Expert: Cognitive Fine-Tuning for Stable Financial Reasoning in Language Models
  8. 2024TraderTalk: An LLM Behavioural ABM applied to Simulating Human Bilateral Trading Interactions