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arXiv · 2605.05580

AlphaCrafter: Harnessing Multi-Agent Workflows for Cross-Sectional Quantitative Trading

Yishuo Yuan·Jiayi Sheng·Sirui Zeng·Jiaqi Wang·Jiaheng Liu
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Abstract

Quantitative trading agents have demonstrated substantial promise in automating factor discovery, signal aggregation, and portfolio execution. However, existing agent-based trading systems predominantly rely on loosely specified natural-language workflows, leading to opaque reasoning processes, inconsistent behaviors across foundation models, and limited controllability and verifiability, all of which introduce significant risks in financial decision-making. To address these limitations, we propose AlphaCrafter, a multi-agent framework built upon a structured agent harness. Instead of treating agent behavior as unconstrained prompt execution, AlphaCrafter encapsulates each agent within programmable policy specifications that integrate procedural workflows, execution constraints, and explicit verification mechanisms. This harness-driven design transforms the entire trading pipeline into a sequence of well-defined, reproducible, and auditable decision processes with explicit execution semantics. Extensive experiments on the CSI 300 and S&P 500 benchmarks demonstrate that AlphaCrafter consistently achieves superior risk-adjusted returns while exhibiting substantially lower cross-model and cross-trial variance. These results suggest that harness-based agent design provides a practical foundation for building more reliable, controllable, and robust multi-agent systems for quantitative trading.

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Yishuo Yuan, Jiayi Sheng, Sirui Zeng, Jiaqi Wang, Jiaheng Liu. 2026-05-07. AlphaCrafter: Harnessing Multi-Agent Workflows for Cross-Sectional Quantitative Trading. https://arxiv.org/abs/2605.05580

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