Open-source framework for agentic quantitative finance research.
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Latest capture 2026-09-26 03:06
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Bring your own agent and build a self-improving agentic system. Automatically mine failures, optimize the agent harness, and gate against regressions.
autonomous harness engineering
TradingAgents: Multi-Agents LLM Financial Trading Framework
autonomous harness engineering
Agent-driven alpha factory — LLM autonomously designs, backtests, and submits factors to WorldQuant BRAIN
Market-making strategy that placed #2 in Paradigm's Prediction Market Challenge. 110 iterations, 8 hours.
