TradingAgents
Framework extension and research · 2026 · Private research project

TradingAgents is my extension of TauricResearch’s multi-agent research framework. I added overnight research, stored evidence, decision tracking, and a separate layer of trading controls.
Research agents and trading controls
Four analysts review technical signals, sentiment, news, and company fundamentals. Their reports go through a bull and bear debate, a trade proposal, and risk review before a portfolio manager records the decision.
The AI graph produces a decision packet. Broker execution sits behind separate authorization and code-based risk checks. My repository is private.
Keeping research connected
I built an overnight workflow that runs company analysis and saves the reports behind each decision. Supporting research records connect symbols, themes, and source references so earlier findings can be inspected again.
The video is an earlier graph walkthrough after one night of research. It shows that version of the research view, not the current system architecture.
Exploring crowd scenarios
I’m also exploring crowd scenarios through MiroFish reports and a local market-mirror module. They contribute hypotheses and questions for further research. They cannot authorize a trade.
The local module creates actor profiles and scenario records. It does not yet run a crowd reacting over multiple rounds, and I make no claim that it predicts real market behavior.
Checking predictions against outcomes
The system saves decisions so I can compare them with later outcomes and revisit the reasoning. Paper trading provides another way to test those decisions.
I’m still building and checking the evaluation process. These records do not establish that the system can trade profitably.