# TradingAgents

Popular open-source multi-agent LLM framework that simulates a trading firm (analysts, researchers, trader, risk debate). Research and backtest focused, not a live-execution layer.

- Type: Multi-agent framework
- Venues: Research · equities
- Source: open source
- Score: 3.25 / 5 (weighted, see /methodology)
- Subscores: Execution 2/5, Safety 2/5, Lifecycle 3/5, Agent-native 5/5, Openness 5/5
- Homepage: https://github.com/TauricResearch/TradingAgents

TradingAgents is a popular open-source multi-agent LLM framework that simulates a trading firm: analysts, researchers, a trader, and a risk debate. It is research and [[backtesting|backtest]] focused, not a live-execution layer.

Because it reasons over many sources across a run, it pairs naturally with an [[llm-wiki|LLM wiki]] for persistent memory between sessions. You bring the execution layer yourself.

## Related

- [[llm-wiki]] (/wiki/llm-wiki.md)
- [[backtesting]] (/wiki/backtesting.md)
- [[hkuds-ai-trader]] (/wiki/hkuds-ai-trader.md)

## Linked from

- [[hkuds-ai-trader]] (/wiki/hkuds-ai-trader.md)
- [[llm-wiki]] (/wiki/llm-wiki.md)

## Categories

Frameworks, Research

## References

- Homepage / repo: https://github.com/TauricResearch/TradingAgents