Finance
Research papers, repositories, and articles about finance
Showing 8 of 8 items
TauricResearch/TradingAgents
Multi-agent LLM framework for algorithmic trading. Provides reusable components for data pipelines, strategy simulation, and coordinated agents across markets. If you experiment with AI trading, use this instead of gluing together notebooks. ([github.com](https://github.com/trending?since=daily))
Representation Signatures and Risk-Feedback Alignment in LLM Trading Agents
LLM trading agents show telltale embedding patterns right before they blow up a portfolio. The paper tracks how internal states drift under stress and link to risk reports. If you’re deploying agents in high-stakes domains, this gives concrete signals to monitor instead of waiting for the crash.
microsoft/qlib
An AI-first quant finance platform for research and live trading. It bundles data handling, model training, and reinforcement-learning-style strategies in one toolkit.
virattt/ai-hedge-fund
Open project for building an AI-driven hedge fund stack. Combines research, data pipelines, and agent workflows aimed at systematic trading.
xbtlin/ai-berkshire
Builds an AI-first value investing framework on top of Claude Code and multi-agent research workflows. Treat it as a template for serious, long-horizon research agents in finance.
HKUDS/Vibe-Trading
Builds a personal trading agent that tracks markets and executes strategies. Good case study of wiring LLM reasoning into tightly constrained, high-stakes decision loops.
OpenBB-finance/OpenBB
A terminal and SDK that gives analysts and AI agents clean access to financial data. It’s becoming a default backend for quant dashboards and research bots.
nautechsystems/nautilus_trader
A high-performance trading backtester and live engine used in many ML-driven strategies. It’s battle-tested infrastructure if you want to train and deploy quant agents.