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arXiv · 2509.09995

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

Fei Xiong·Xiang Zhang·Aosong Feng·Siqi Sun·Chenyu You
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Abstract

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.

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Fei Xiong, Xiang Zhang, Aosong Feng, Siqi Sun, Chenyu You. 2026-07-27. QuantHarness: Price-Driven Multi-Agent LLMs for High-Frequency Trading. https://arxiv.org/abs/2509.09995

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