arXiv:2508.00554v4 Announce Type: replace-cross Abstract: In financial trading, large language model (LLM)-based agents demonstrate significant potential, but their decisions can be sensitive to noisy and non-stationary market information. We propose ContestTrade, a multi-agent trading system with an internal competitive mechanism inspired by institutional investment workflows. The system consists of two specialized teams: (1) a Data Team that processes and condenses massive market data into diversified textual factors optimized for constrained LLM context windows, and (2) a Research Team that
Source: arXiv cs.CL — read the full report at the original publisher.