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QRAFTI: An Agentic Framework for Empirical Research in Quantitative Finance

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  • Terence Lim
  • Kumar Muthuraman
  • Michael Sury

Abstract

We introduce a multi-agent framework intended to emulate parts of a quantitative research team and support equity factor research on large financial panel datasets. QRAFTI integrates a research toolkit for panel data with MCP servers that expose data access, factor construction, and custom coding operations as callable tools. It can help replicate established factors, formulate and test new signals, and generate standardized research reports accompanied by narrative analysis and computational traces. On multi-step empirical tasks, using chained tool calls and reflection-based planning may offer better performance and explainability than dynamic code generation alone.

Suggested Citation

  • Terence Lim & Kumar Muthuraman & Michael Sury, 2026. "QRAFTI: An Agentic Framework for Empirical Research in Quantitative Finance," Papers 2604.18500, arXiv.org.
    • Handle: RePEc:arx:papers:2604.18500
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    File URL: http://arxiv.org/pdf/2604.18500
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