AI product Open source · Apache-2.0
TradingAgents is an open-source, multi-agent LLM financial trading framework developed by TauricResearch for research. It models a trading firm through specialized agents: fundamental, sentiment, news, and technical analysts produce market assessments; bullish and bearish researchers debate those assessments; a Trader Agent proposes the timing and size of a trade; and risk-management and portfolio-management agents evaluate and approve or reject it before execution on a simulated exchange.
The framework uses LangGraph and can be run through an interactive CLI, Docker, or as a Python package via the TradingAgentsGraph class and its propagate function. It accepts market and ticker inputs, analysis dates, configurable research depth and debate rounds, and LLM backends including hosted providers, Ollama, and other OpenAI-compatible servers. It gathers financial, market, news, macroeconomic, and social-sentiment data, and supports persistent decision logs and optional LangGraph checkpoint recovery.
TradingAgents is intended as a research scaffold rather than financial, investment, or trading advice. Results can vary with the language model, sampling settings, data sources, analysis period, and other nondeterministic factors.