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AgenticAITA: A Proof-Of-Concept About Deliberative Multi-Agent Reasoning for Autonomous Trading Systems

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  • Ivan Letteri

Abstract

Conventional algorithmic trading systems are grounded in deterministic heuristics or offline-trained statistical models that cannot adapt to the semantic complexity of rapidly shifting market regimes. This paper introduces AGENTICAITA, an agentic AI framework that replaces the traditional signal then execute paradigm with a fully autonomous deliberative loop in which multiple specialized Large Language Model agents reason, negotiate, and act in concert - without any offline training or human intervention. The framework proposes four architectural contributions: (i) an Adaptive Z-Score Trigger Engine that acts as a cognitive resource allocator, gating LLM inference exclusively on statistically anomalous market conditions; (ii) a Sequential Deliberative Pipeline - the core agentic contribution - in which an Analyst agent, a Risk Manager agent, and an Executor agent form a structured reasoning chain governed by typed JSON contracts and a deterministic hard-gate safety layer; (iii) an Inference Gating Protocol, a mutex-based cognitive resource scheduler that serializes concurrent agent activations and ensures fully reproducible audit trails; and (iv) a Correlation-Break Diversification composite score that operationalizes portfolio-level idiosyncratic signal prioritization within individual agent reasoning. Validated over a five-day autonomous dry-run session under live market conditions, the framework demonstrates operational correctness of the deliberative pipeline, achieving 157 zero-intervention invocations across 76 assets with an 11.5% agentic friction rate that confirms non-trivial inter-agent negotiation. This preliminary proof-of-concept establishes the feasibility of training-free, deterministic safety-constrained multi-agent orchestration in financial decision loops, with statistically robust performance evaluation and execution cost modeling deferred to extended live deployment.

Suggested Citation

  • Ivan Letteri, 2026. "AgenticAITA: A Proof-Of-Concept About Deliberative Multi-Agent Reasoning for Autonomous Trading Systems," Papers 2605.12532, arXiv.org.
  • Handle: RePEc:arx:papers:2605.12532
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    References listed on IDEAS

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    1. Ivan Letteri, 2023. "VolTS: A Volatility-based Trading System to forecast Stock Markets Trend using Statistics and Machine Learning," Papers 2307.13422, arXiv.org, revised Aug 2023.
    2. Olga Streltchenko & Yelena Yesha & Timothy Finin, 2005. "Multi-Agent Simulation of Financial Markets," International Handbooks on Information Systems, in: Steven O. Kimbrough & D.J. Wu (ed.), Formal Modelling in Electronic Commerce, pages 393-419, Springer.
    3. Ivan Letteri, 2025. "A Comparative Analysis of Statistical and Machine Learning Models for Outlier Detection in Bitcoin Limit Order Books," Papers 2507.14960, arXiv.org.
    4. Shijie Wu & Ozan Irsoy & Steven Lu & Vadim Dabravolski & Mark Dredze & Sebastian Gehrmann & Prabhanjan Kambadur & David Rosenberg & Gideon Mann, 2023. "BloombergGPT: A Large Language Model for Finance," Papers 2303.17564, arXiv.org, revised Dec 2023.
    5. Ivan Letteri & Giuseppe Della Penna & Giovanni De Gasperis & Abeer Dyoub, 2022. "DNN-ForwardTesting: A New Trading Strategy Validation using Statistical Timeseries Analysis and Deep Neural Networks," Papers 2210.11532, arXiv.org.
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