Agentic Trading Documentation

Agentic Trading Lab

  • Overview
    • Goals
    • Repository layout
  • Operating Modes
  • Key Features
  • Getting Started
    • Run a backtest in the dashboard
    • CLI backtest (optional)
    • Local deployment
      • Install dependencies
      • Configure Alpaca credentials
      • Start the API server
  • Architecture
    • System diagram
    • API surface (summary)
    • Related documentation

Orchestration

  • Orchestration Framework
  • Introduction
    • Overview
      • Design Philosophy
    • Motivation
    • Prompt Design
      • Pipeline Overview
      • Design Principles
      • 1. Data Agent Prompt
        • Prompt Template
        • Key Parameters
        • Data Quality Metrics
        • Error Handling
        • Example Use Cases
      • 2. Alpha Agent Prompt
        • Prompt Template
        • Key Parameters
        • Implementation Details
        • Extended Interface & Output Modes
      • 3. Risk Agent Prompt
        • Prompt Template
        • Extended Input Interface
        • Tool Catalog (Function-Calling / MCP)
        • Policy & Decision Rules
        • Extended Output Schema
        • Risk Metrics
        • Constraints
      • 4. Portfolio Agent Prompt
        • Prompt Template
        • Optimization Objective
        • Turnover Control
      • 5. Backtest Agent Prompt
        • Prompt Template
        • Performance Metrics
        • Execution Model
      • 6. BTC Agent Prompt (Cryptocurrency)
        • Prompt Template
        • Cryptocurrency-Specific Features
        • Risk Adjustments
      • 7. Portfolio ↔ Execution Agent Interface
        • Purpose
        • Contract Overview
        • Mapping Weights → Orders
        • OrderSpec (JSON)
        • Acknowledgements & States
        • Idempotency & Retries
        • Execution Reports (Post-Trade)
        • Minimal Envelope Example (7-stock weekly rebalance)
        • Instruction Templates
      • Prompt Flow Summary
      • Methodology Statement (For Paper)
      • Reproducibility
  • Workflow & Execution
    • Training and Testing Workflow
      • Phase 1: Training (Backtest with Prompt Optimization)
      • Phase 2: Testing (Out-of-Sample Inference)
      • Data Leakage Prevention & Safety Protocols
        • Context Protocols
        • Agent Access Control
        • Memory Integration & UUIDs
    • Execution and Trading
      • Backtesting (Simulated Execution)
      • Paper Trading (Live Execution)
    • Orchestration
      • Architecture
      • Pipeline Architecture and Scheduling
        • Scheduling Triggers
      • Implementation Details
        • Initialization
        • Pipeline Mode
        • Agentic Mode
      • Optimization Loop
    • Tutorials & Instructions
      • Prerequisites
      • Phase 1: Training with Prompt Optimization
      • Phase 2: Out-of-Sample Inference (World Model)
      • Agent Integration Demos
  • Agent Pools
    • Data Agent Pool
      • Overview
      • Design Objectives
      • Agent Specialization
      • Architecture and Protocol
      • Design Principles
    • Alpha Agent Pool
      • Overview
      • Design Objectives
      • Agent Specialization
      • Theoretical Framework
        • AlphaAgentFramework with LLM
      • Mathematical Formulation
      • Agent Coordination Protocols
      • Architecture and Protocol
      • Design Principles
      • Implementation Architecture
      • Research Integration and Innovation
      • Future Development Roadmap
      • Validation and Quality Assurance
      • Production Deployment Standards
      • Interface Specification
      • Backtesting Workflow
      • Detailed API Specification
    • Risk Agent
      • Overview
      • Architecture
      • Tools and Capabilities
      • Logic and Scoring
      • Usage
    • Portfolio Agent
      • Overview
      • Construction Logic
      • Tools
      • Integration with Orchestrator
    • Memory Agent
      • Overview
      • System Architecture
        • Layered Architecture Design
        • Core Components
      • Interface Design
        • REST API Interface (Memory Server)
          • Health Check Endpoint
          • Documentation Endpoint
        • Model Context Protocol Interface (MCP Server)
          • Available Tools
        • Agent-to-Agent Protocol Interface (A2A Server)
          • Message Format
          • Supported Operations
      • Database Schema
        • Neo4j Graph Model
      • Installation and Setup
        • Prerequisites
        • Quick Start
      • Testing Framework
        • Comprehensive Test Suite
        • Test Coverage Details
      • Performance Metrics
        • System Performance
      • Monitoring and Logging
        • Log Management
        • Health Monitoring
      • Troubleshooting Guide
        • Common Issues
        • Performance Issues
        • Diagnostic Commands
      • Advanced Configuration
        • Environment Variables
        • Custom Tool Development
      • API Reference
        • Complete API Documentation
      • Contributing
        • Development Setup
      • License and Support
    • Transaction Cost Agent Pool
      • Executive Summary
      • System Architecture
      • Theoretical Foundation
        • Market Microstructure Theory
      • Agent Specialization and Functionality
        • Pre-Trade Analysis Agents
        • Post-Trade Analysis Agents
        • Optimization Agents
        • Risk-Adjusted Analysis Agents
      • Agent Coordination and Communication Protocol
        • Message Passing Architecture
        • Consensus Mechanisms
      • Memory and Learning Infrastructure
        • External Memory Integration
        • Learning and Adaptation
      • Performance Evaluation and Validation
        • Key Performance Indicators
        • Backtesting Framework
      • Production Deployment Considerations
        • Scalability and Performance
        • Risk Management and Compliance
      • Future Research Directions
      • Conclusion
Agentic Trading Documentation
  • Introduction
  • Edit on GitHub

Introduction

  • Overview
  • Motivation
  • Prompt Design
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