mlsanityData to 14 Oct 2026

AgenticAITA: A Proof-Of-Concept About Deliberative Multi-Agent Reasoning for Autonomous Trading Systems

arXiv 2605.12532 ↗First posted 1 May 2026q-fin.TR cs.AI stat.MEcited by 1

On the map: LLM reasoning → Reasoning for agents, planning and code

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Abstract (arXiv)

Conventional algorithmic trading systems are grounded in deterministic heuristics or offline-trained statistical models that cannot adapt to the semantic complexity of rapidly shifting market regimes. This paper introduces AGENTICAITA, an agentic AI framework that replaces the traditional signal then execute paradigm with a fully autonomous deliberative loop in which multiple specialized Large Language Model agents reason, negotiate, and act in concert - without any offline training or human intervention. The framework proposes four architectural contributions: (i) an Adaptive Z-Score Trigger Engine that acts as a cognitive resource allocator, gating LLM inference exclusively on statistically anomalous market conditions; (ii) a Sequential Deliberative Pipeline - the core agentic contribution - in which an Analyst agent, a Risk Manager agent, and an Executor agent form a structured reasoning chain governed by typed JSON contracts and a deterministic hard-gate safety layer; (iii) an Inference Gating Protocol, a mutex-based cognitive resource scheduler that serializes concurrent agent activations and ensures fully reproducible audit trails; and (iv) a Correlation-Break Diversification composite score that operationalizes portfolio-level idiosyncratic signal prioritization within individual agent reasoning. Validated over a five-day autonomous dry-run session under live market conditions, the framework demonstrates operational correctness of the deliberative pipeline, achieving 157 zero-intervention invocations across 76 assets with an 11.5% agentic friction rate that confirms non-trivial inter-agent negotiation. This preliminary proof-of-concept establishes the feasibility of training-free, deterministic safety-constrained multi-agent orchestration in financial decision loops, with statistically robust performance evaluation and execution cost modeling deferred to extended live deployment.

Key facts. Cited by 1 paper in the map (data through 14 Oct 2026). Placed in Reasoning for agents, planning and code, one of 17 directions in LLM reasoning. Builds on 5 of its 28 references that are in the map. First posted on arXiv 1 May 2026.

Builds on

5 of 28 references.

References · 5

  1. 2022ReAct: Synergizing Reasoning and Acting in Language Modelscited by 8,695
  2. 2023AutoGen: Enabling Next-Gen LLM Applications via Multi-Agent Conversationcited by 1,988
  3. 2023BloombergGPT: A Large Language Model for Financecited by 939
  4. 2024A Multimodal Foundation Agent for Financial Trading: Tool-Augmented, Diversified, and Generalistcited by 137
  5. 2025A Comparative Analysis of Statistical and Machine Learning Models for Outlier Detection in Bitcoin Limit Order Bookscited by 1

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  3. 2026TrustTrade: Human-Inspired Selective Consensus Reduces Decision Uncertainty in LLM Trading Agents
  4. 2025Trade in Minutes! Rationality-Driven Agentic System for Quantitative Financial Trading
  5. 2025From Competition to Coordination: Market Making as a Scalable Framework for Safe and Aligned Multi-Agent LLM Systems
  6. 2026AlphaCrafter: Harnessing Multi-Agent Workflows for Cross-Sectional Quantitative Trading
  7. 2025When Agents Trade: Live Multi-Market Trading Benchmark for LLM Agents
  8. 2025The Agentic Regulator: Risks for AI in Finance and a Proposed Agent-based Framework for Governance