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Run multi-agent LLM financial trading analysis

A framework of multiple LLM agents that collaborate on financial trading decisions.

Time saved
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Setup time
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Running cost
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Cost range
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Use case overview

A framework of multiple LLM agents that collaborate on financial trading decisions.

Reported experience

  1. What they did

    You install the repo, set an API key for an LLM provider, and pick a ticker and date in the CLI or through the Python TradingAgentsGraph call. Analyst agents cover fundamentals, sentiment, news and technicals. Bullish and bearish researchers then debate, a trader proposes a decision, and risk managers review it. The Portfolio Manager approves or rejects, and approved orders go to a simulated exchange.

  2. How it went

    The source reports no benchmark results. It says outputs vary between runs and backtest returns may not match published figures, so the framework is a research scaffold and not a strategy with a fixed return.

  3. Worth knowing

    Runs aren't reproducible, because LLM sampling and live news and social data change. Reasoning models ignore the temperature setting, so use a non-reasoning model for steadier output.

Example prompts

Try with Claude Code
Set up a small multi-agent research project in this folder where separate LLM agents act as a fundamentals analyst, a news analyst, a technical analyst and a risk manager for [ticker or list of tickers]. Have them debate and produce one written recommendation per ticker with reasoning, using only [free data source, e.g. yfinance]. This is paper analysis only, so never connect to a brokerage or place trades, and stop once you have run it on one ticker and saved the report.